+388.8%
AGI vs EXPD
+60.9%
+327.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | +4.4% | -0.9% | +5.3% | +4.5% |
| 30D | +10.0% | +4.1% | +5.9% | +9.4% |
| 3M | +1.7% | +13.8% | -12.0% | +0.1% |
| 6M | -26.8% | +27.3% | -54.1% | -29.2% |
| YTD | -5.3% | +25.4% | -30.8% | -8.1% |
| 1Y | +11.5% | +54.4% | -42.9% | +5.5% |
| 3Y | +212.9% | +67.9% | +145.0% | +188.1% |
| 5Y | +388.8% | +59.2% | +329.6% | +325.4% |
| All | +388.8% | +60.9% | +327.9% | +325.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling