+98.1%
AGG vs EXPD
+1,294.7%
-1,196.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +0.4% | -5.5% | +5.9% | +0.4% |
| 30D | +2.1% | -1.9% | +4.0% | +2.1% |
| 3M | -0.3% | +6.1% | -6.4% | -0.3% |
| 6M | -0.9% | +21.6% | -22.6% | -0.8% |
| YTD | -0.3% | +27.9% | -28.2% | -0.1% |
| 1Y | 0.0% | +39.4% | -39.4% | +0.3% |
| 3Y | +15.3% | +72.7% | -57.4% | +15.8% |
| 5Y | -1.4% | +60.3% | -61.7% | -1.0% |
| 10Y | +16.9% | +332.6% | -315.7% | +19.4% |
| All | +98.1% | +1,294.7% | -1,196.5% | +109.1% |
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