+337.4%
AGI vs EXEL
+375.2%
-37.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | -2.7% | -4.9% | +2.2% | -2.7% |
| 30D | +7.2% | +11.4% | -4.1% | +7.2% |
| 3M | +4.3% | +4.9% | -0.6% | +4.2% |
| 6M | -27.1% | +34.4% | -61.5% | -27.2% |
| YTD | -6.6% | +28.0% | -34.6% | -6.7% |
| 1Y | +9.5% | +43.6% | -34.1% | +9.5% |
| 3Y | +208.4% | +155.2% | +53.2% | +208.2% |
| 5Y | +401.6% | +181.2% | +220.5% | +401.0% |
| All | +337.4% | +375.2% | -37.8% | +377.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling