+72.8%
AG vs EXPD
+61.0%
+11.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | -0.1% | +1.2% | -1.2% | -0.4% |
| 30D | +12.5% | +5.2% | +7.2% | +11.0% |
| 3M | +28.2% | +13.2% | +14.9% | +24.3% |
| 6M | -18.8% | +30.3% | -49.2% | -24.3% |
| YTD | +27.4% | +27.0% | +0.4% | +19.7% |
| 1Y | +132.2% | +57.3% | +74.9% | +105.8% |
| 3Y | +286.9% | +70.0% | +216.9% | +228.5% |
| 5Y | +72.8% | +61.6% | +11.2% | +38.0% |
| All | +72.8% | +61.0% | +11.8% | +38.0% |
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