+183.8%
EXC vs AG
+77.4%
+106.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.2% |
| 7D | -1.7% | +10.8% | -12.5% | -2.4% |
| 30D | +9.3% | -8.2% | +17.5% | +9.7% |
| 3M | +1.0% | -13.7% | +14.7% | +1.7% |
| 6M | +5.9% | -27.3% | +33.2% | +7.3% |
| YTD | +7.6% | -4.6% | +12.2% | +5.8% |
| 1Y | +2.4% | +39.4% | -36.9% | -2.3% |
| 3Y | +30.2% | +244.1% | -213.9% | +11.9% |
| 5Y | +41.4% | +16.8% | +24.6% | +29.7% |
| 10Y | +183.8% | +71.7% | +112.1% | +137.5% |
| All | +183.8% | +77.4% | +106.4% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling