+31.6%
EXC vs AGI
+138.5%
-106.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.3% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +8.3% | -7.6% | +15.9% | +8.5% |
| 3M | +2.6% | -10.2% | +12.8% | +2.9% |
| 6M | +5.2% | -31.5% | +36.7% | +6.6% |
| YTD | +7.5% | -22.0% | +29.5% | +7.4% |
| 1Y | +3.2% | -7.9% | +11.0% | +1.3% |
| All | +31.6% | +138.5% | -106.9% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling