-1.8%
AGG vs EXPE
+87.4%
-89.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -0.2% | -11.5% | +11.3% | 0.0% |
| 30D | -0.2% | -13.1% | +12.8% | 0.0% |
| 3M | -0.7% | +18.1% | -18.8% | -1.0% |
| 6M | -1.8% | +13.3% | -15.0% | -2.0% |
| YTD | -0.6% | -3.2% | +2.6% | -0.6% |
| 1Y | +0.4% | +26.1% | -25.8% | -0.1% |
| 3Y | +13.2% | +151.7% | -138.5% | +10.8% |
| All | -1.8% | +87.4% | -89.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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