+192.6%
EXC vs AGI
+413.3%
-220.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.4% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +8.3% | -7.6% | +15.9% | +8.7% |
| 3M | +2.6% | -10.2% | +12.8% | +3.1% |
| 6M | +5.2% | -31.5% | +36.7% | +7.6% |
| YTD | +7.5% | -22.0% | +29.5% | +8.1% |
| 1Y | +3.2% | -7.9% | +11.0% | +2.1% |
| 3Y | +29.5% | +137.6% | -108.0% | +16.6% |
| 5Y | +39.7% | +256.7% | -217.1% | +20.2% |
| All | +192.6% | +413.3% | -220.7% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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