+117.5%
EXC vs AG
+445.6%
-328.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | +0.3% | +1.0% | -0.7% | +0.2% |
| 30D | -3.7% | +19.2% | -22.9% | -5.2% |
| 3M | -1.3% | +6.2% | -7.4% | -2.3% |
| 6M | -9.7% | -26.7% | +17.0% | -8.4% |
| YTD | +2.9% | +26.1% | -23.2% | -0.9% |
| 1Y | +4.4% | +131.7% | -127.3% | -5.3% |
| 3Y | +22.2% | +255.3% | -233.1% | +3.6% |
| 5Y | +46.7% | +61.9% | -15.2% | +30.0% |
| 10Y | +155.3% | +72.0% | +83.3% | +107.8% |
| All | +117.5% | +445.6% | -328.1% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling