+400.5%
AGI vs EXPD
+316.4%
+84.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.2% |
| 7D | +2.2% | +1.2% | +1.1% | +2.1% |
| 30D | +11.3% | +5.2% | +6.1% | +10.7% |
| 3M | +5.6% | +13.2% | -7.6% | +4.2% |
| 6M | -27.7% | +30.3% | -58.0% | -29.8% |
| YTD | -4.1% | +27.0% | -31.1% | -6.6% |
| 1Y | +13.8% | +57.3% | -43.5% | +8.3% |
| 3Y | +217.0% | +70.0% | +147.0% | +196.7% |
| 5Y | +404.3% | +61.6% | +342.7% | +366.5% |
| 10Y | +400.5% | +321.1% | +79.4% | +391.1% |
| All | +400.5% | +316.4% | +84.1% | +391.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling