+144.3%
AGI vs EXPD
+71.7%
+72.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | +13.9% | -7.4% | +21.3% | +14.0% |
| 30D | -6.2% | -2.1% | -4.1% | -6.3% |
| 3M | -6.9% | +5.7% | -12.6% | -7.3% |
| 6M | -28.7% | +21.4% | -50.1% | -29.3% |
| YTD | -19.8% | +27.6% | -47.4% | -20.3% |
| 1Y | -4.8% | +36.1% | -40.9% | -5.3% |
| 3Y | +144.3% | +69.9% | +74.4% | +128.9% |
| All | +144.3% | +71.7% | +72.6% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling