+444.6%
EXC vs AGI
+5,459.2%
-5,014.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -3.7% | +18.2% | -22.0% | -4.7% |
| 3M | -1.3% | -4.1% | +2.8% | -1.3% |
| 6M | -9.7% | -28.7% | +19.0% | -8.3% |
| YTD | +2.9% | -4.0% | +6.9% | +2.3% |
| 1Y | +4.4% | +17.4% | -13.0% | +2.3% |
| 3Y | +22.2% | +203.0% | -180.8% | +12.3% |
| 5Y | +46.7% | +376.7% | -329.9% | +30.4% |
| 10Y | +155.3% | +407.5% | -252.1% | +118.7% |
| All | +444.6% | +5,459.2% | -5,014.6% | +303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling