+0.3%
AG vs EXPD
+60.9%
-60.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -10.0% | +5.5% | -15.5% | -11.1% |
| 30D | -10.5% | -0.8% | -9.7% | -10.4% |
| 3M | -27.3% | +4.1% | -31.4% | -28.2% |
| 6M | -43.0% | +25.7% | -68.7% | -46.3% |
| YTD | -17.9% | +31.4% | -49.3% | -23.9% |
| 1Y | +11.9% | +42.2% | -30.3% | +1.8% |
| 3Y | +201.8% | +77.2% | +124.6% | +151.4% |
| All | +0.3% | +60.9% | -60.6% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling