+16.6%
AGG vs EXPD
+335.0%
-318.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.5% | +5.5% | -7.0% | -1.6% |
| 30D | +0.6% | -0.8% | +1.4% | +0.6% |
| 3M | -1.6% | +4.1% | -5.8% | -1.7% |
| 6M | -1.6% | +25.7% | -27.3% | -2.0% |
| YTD | -1.5% | +31.4% | -32.9% | -2.0% |
| 1Y | -1.1% | +42.2% | -43.3% | -1.7% |
| 3Y | +13.6% | +77.2% | -63.6% | +12.4% |
| 5Y | -1.7% | +61.0% | -62.7% | -3.1% |
| All | +16.6% | +335.0% | -318.4% | +16.8% |
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