+2.9%
EXC vs AG
+24.7%
-21.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | -0.4% |
| 7D | +0.1% | +6.0% | -5.9% | +0.2% |
| 30D | +9.0% | -13.5% | +22.6% | +8.8% |
| 3M | +3.3% | -20.7% | +24.0% | +3.0% |
| 6M | +5.7% | -31.5% | +37.2% | +5.5% |
| YTD | +7.3% | -10.1% | +17.5% | +5.5% |
| 1Y | +2.9% | +26.0% | -23.1% | -2.7% |
| All | +2.9% | +24.7% | -21.8% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling