+2,126.6%
AGI vs EXR
+3,081.1%
-954.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -10.1% | -0.4% | -9.7% | -10.0% |
| 30D | -6.5% | +18.2% | -24.7% | -9.3% |
| 3M | -12.8% | +7.3% | -20.2% | -13.9% |
| 6M | -34.3% | +13.8% | -48.1% | -35.9% |
| YTD | -25.6% | +25.9% | -51.5% | -28.6% |
| 1Y | -14.2% | +25.8% | -40.0% | -17.7% |
| 3Y | +127.3% | +53.7% | +73.6% | +109.8% |
| 5Y | +241.8% | -1.8% | +243.5% | +235.9% |
| 10Y | +381.8% | +214.5% | +167.2% | +285.9% |
| All | +2,126.6% | +3,081.1% | -954.4% | +1,024.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling