+2,774.1%
AGI vs EXR
+2,662.2%
+111.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +0.6% | -2.6% | +3.2% | +1.1% |
| 30D | +18.2% | -7.2% | +25.4% | +19.8% |
| 3M | -4.1% | -3.5% | -0.6% | -3.7% |
| 6M | -28.7% | -5.3% | -23.4% | -28.1% |
| YTD | -4.0% | +9.4% | -13.3% | -5.5% |
| 1Y | +17.4% | +1.3% | +16.1% | +17.0% |
| 3Y | +203.0% | +22.4% | +180.6% | +190.4% |
| 5Y | +376.7% | -12.2% | +388.9% | +378.0% |
| 10Y | +407.5% | +148.6% | +258.9% | +323.2% |
| All | +2,774.1% | +2,662.2% | +111.9% | +1,388.3% |
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