+45.7%
EXC vs AGI
+392.7%
-347.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +0.3% | +2.2% | -1.9% | +0.1% |
| 30D | -0.9% | +11.3% | -12.1% | -1.8% |
| 3M | -2.7% | +5.6% | -8.3% | -3.4% |
| 6M | -9.4% | -27.7% | +18.3% | -7.1% |
| YTD | +3.0% | -4.1% | +7.1% | +1.8% |
| 1Y | +5.1% | +13.8% | -8.7% | +1.2% |
| 3Y | +20.6% | +217.0% | -196.4% | -2.1% |
| 5Y | +45.7% | +404.3% | -358.6% | +7.9% |
| All | +45.7% | +392.7% | -347.0% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling