+90.9%
AG vs EXPD
+304.0%
-213.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.3% |
| 7D | +6.3% | -7.2% | +13.5% | +8.0% |
| 30D | -8.9% | -3.3% | -5.7% | -8.4% |
| 3M | -12.2% | +3.4% | -15.6% | -13.1% |
| 6M | -28.3% | +22.7% | -51.0% | -31.8% |
| YTD | -8.8% | +24.5% | -33.4% | -13.9% |
| 1Y | +39.4% | +38.6% | +0.7% | +28.5% |
| 3Y | +229.4% | +71.5% | +157.9% | +183.2% |
| 5Y | +14.5% | +56.2% | -41.7% | -1.4% |
| All | +90.9% | +304.0% | -213.1% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling