+27.7%
EXC vs AG
+219.8%
-192.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.0% |
| 7D | -1.2% | +6.3% | -7.5% | -1.3% |
| 30D | +10.0% | -8.9% | +18.9% | +10.1% |
| 3M | +1.6% | -12.2% | +13.8% | +1.8% |
| 6M | +3.3% | -28.3% | +31.6% | +3.8% |
| YTD | +7.6% | -8.8% | +16.4% | +6.6% |
| 1Y | +3.5% | +39.4% | -35.9% | +0.8% |
| 3Y | +27.7% | +229.4% | -201.8% | +9.9% |
| All | +27.7% | +219.8% | -192.1% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling