+404.3%
AGI vs EXR
-13.9%
+418.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.9% | +2.1% |
| 7D | +2.2% | -3.1% | +5.3% | +3.2% |
| 30D | +11.3% | -7.5% | +18.8% | +13.9% |
| 3M | +5.6% | -7.5% | +13.1% | +7.9% |
| 6M | -27.7% | -5.2% | -22.5% | -26.7% |
| YTD | -4.1% | +6.5% | -10.6% | -5.9% |
| 1Y | +13.8% | -2.0% | +15.8% | +14.1% |
| 3Y | +217.0% | +21.5% | +195.5% | +195.1% |
| 5Y | +404.3% | -11.5% | +415.8% | +422.9% |
| All | +404.3% | -13.9% | +418.2% | +422.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling