+4.6%
EXC vs AGI
-15.8%
+20.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.4% |
| 7D | +1.4% | -10.1% | +11.5% | +1.2% |
| 30D | +8.6% | -6.5% | +15.1% | +8.3% |
| 3M | +2.4% | -12.8% | +15.2% | +2.2% |
| 6M | +6.5% | -34.3% | +40.8% | +5.8% |
| YTD | +9.0% | -25.6% | +34.7% | +7.8% |
| 1Y | +4.6% | -14.2% | +18.8% | -0.3% |
| All | +4.6% | -15.8% | +20.4% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling