+4,416.0%
AGI vs EXPD
+1,277.4%
+3,138.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.6% | -3.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.1% |
| 30D | -7.6% | +0.6% | -8.2% | -7.8% |
| 3M | -10.2% | +9.8% | -20.0% | -11.4% |
| 6M | -31.5% | +25.8% | -57.3% | -33.6% |
| YTD | -22.0% | +31.3% | -53.3% | -25.0% |
| 1Y | -7.9% | +40.9% | -48.8% | -12.2% |
| 3Y | +137.6% | +74.7% | +62.8% | +118.3% |
| 5Y | +256.7% | +62.9% | +193.9% | +228.0% |
| 10Y | +405.2% | +334.3% | +70.8% | +304.4% |
| All | +4,416.0% | +1,277.4% | +3,138.6% | +3,305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling