+2,733.7%
AGI vs EXR
+2,660.5%
+73.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +4.4% | -0.7% | +5.1% | +4.5% |
| 30D | +10.0% | -6.9% | +16.9% | +11.3% |
| 3M | +1.7% | -3.0% | +4.7% | +2.1% |
| 6M | -26.8% | -2.9% | -23.8% | -26.4% |
| YTD | -5.3% | +9.3% | -14.6% | -6.8% |
| 1Y | +11.5% | -0.9% | +12.4% | +11.5% |
| 3Y | +212.9% | +24.7% | +188.2% | +199.0% |
| 5Y | +388.8% | -11.7% | +400.5% | +389.6% |
| 10Y | +383.6% | +148.4% | +235.2% | +303.3% |
| All | +2,733.7% | +2,660.5% | +73.3% | +1,367.6% |
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