+445.6%
AG vs EXPD
+420.1%
+25.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +19.2% | +4.1% | +15.1% | +17.6% |
| 3M | +6.2% | +17.9% | -11.7% | +0.4% |
| 6M | -26.7% | +29.2% | -55.9% | -33.2% |
| YTD | +26.1% | +27.4% | -1.2% | +15.2% |
| 1Y | +131.7% | +56.8% | +74.8% | +95.6% |
| 3Y | +255.3% | +68.0% | +187.3% | +187.5% |
| 5Y | +61.9% | +61.9% | +0.1% | +30.1% |
| 10Y | +72.0% | +316.0% | -244.0% | -6.7% |
| All | +445.6% | +420.1% | +25.5% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling