+151.5%
EXC vs AG
+57.4%
+94.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.8% |
| 7D | +1.2% | +4.5% | -3.3% | +0.9% |
| 30D | -2.7% | +12.9% | -15.6% | -3.5% |
| 3M | -1.0% | +20.9% | -21.9% | -2.5% |
| 6M | -9.3% | -19.5% | +10.3% | -8.7% |
| YTD | +3.6% | +24.8% | -21.2% | +0.4% |
| 1Y | +5.9% | +120.2% | -114.3% | -2.3% |
| 3Y | +21.3% | +279.0% | -257.7% | +4.1% |
| 5Y | +46.2% | +67.9% | -21.7% | +31.2% |
| 10Y | +151.5% | +57.5% | +94.0% | +129.2% |
| All | +151.5% | +57.4% | +94.1% | +129.2% |
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