+17.4%
AGI vs EXEL
+59.2%
-41.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.6% | +8.4% | -7.8% | -0.9% |
| 30D | +18.2% | +4.1% | +14.2% | +17.1% |
| 3M | -4.1% | +12.4% | -16.6% | -6.2% |
| 6M | -28.7% | +41.5% | -70.2% | -32.6% |
| YTD | -4.0% | +34.6% | -38.6% | -9.2% |
| 1Y | +17.4% | +57.9% | -40.4% | +17.3% |
| All | +17.4% | +59.2% | -41.8% | +17.3% |
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