+17.4%
AGI vs EXR
+1.1%
+16.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | +0.6% | -2.6% | +3.2% | +1.8% |
| 30D | +18.2% | -7.2% | +25.4% | +22.2% |
| 3M | -4.1% | -3.5% | -0.6% | -3.3% |
| 6M | -28.7% | -5.3% | -23.4% | -27.9% |
| YTD | -4.0% | +9.4% | -13.3% | -8.1% |
| 1Y | +17.4% | +1.3% | +16.1% | +16.5% |
| All | +17.4% | +1.1% | +16.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling