+0.3%
AGI vs EXEL
+92.4%
-92.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.2% | +10.6% |
| 7D | -5.3% | +9.8% | -15.0% | -8.2% |
| 30D | -7.1% | +23.6% | -30.8% | -13.7% |
| 3M | +4.4% | +29.9% | -25.5% | -4.8% |
| 6M | -23.0% | +64.7% | -87.7% | -35.4% |
| YTD | -22.0% | +66.0% | -88.0% | -35.9% |
| 1Y | +0.3% | +92.0% | -91.7% | -22.6% |
| All | +0.3% | +92.4% | -92.1% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling