-18.9%
EXE vs AG
+29.4%
-48.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +9.1% | -12.1% | -2.9% |
| 7D | -4.7% | -2.6% | -2.1% | -4.6% |
| 30D | +1.0% | -12.1% | +13.1% | +1.1% |
| 3M | -5.6% | -6.6% | +1.0% | -5.6% |
| 6M | -12.3% | -20.5% | +8.1% | -12.2% |
| YTD | -19.5% | -7.4% | -12.1% | -21.3% |
| 1Y | -18.9% | +33.4% | -52.3% | -25.3% |
| All | -18.9% | +29.4% | -48.2% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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