+71.7%
AG vs EXPD
+334.2%
-262.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +4.1% |
| 7D | +10.8% | -5.5% | +16.3% | +12.2% |
| 30D | -8.2% | -1.9% | -6.3% | -7.9% |
| 3M | -13.7% | +6.1% | -19.8% | -15.1% |
| 6M | -27.3% | +21.6% | -48.9% | -30.7% |
| YTD | -4.6% | +27.9% | -32.4% | -10.5% |
| 1Y | +39.4% | +39.4% | 0.0% | +28.1% |
| 3Y | +244.1% | +72.7% | +171.4% | +194.7% |
| 5Y | +16.8% | +60.3% | -43.5% | -0.4% |
| 10Y | +71.7% | +332.6% | -260.9% | +60.6% |
| All | +71.7% | +334.2% | -262.5% | +60.6% |
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