+157.2%
EXC vs AGI
+388.9%
-231.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | -1.6% | -5.3% | +3.6% | -1.2% |
| 30D | -2.4% | +6.8% | -9.1% | -2.9% |
| 3M | -4.0% | +8.3% | -12.3% | -4.8% |
| 6M | -9.8% | -29.2% | +19.4% | -7.8% |
| YTD | +2.3% | -7.3% | +9.6% | +1.7% |
| 1Y | +3.8% | +8.0% | -4.2% | +1.5% |
| 3Y | +19.7% | +206.6% | -186.8% | +5.5% |
| 5Y | +45.6% | +398.1% | -352.5% | +22.0% |
| All | +157.2% | +388.9% | -231.7% | +112.7% |
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