+16.2%
EXE vs AG
+232.7%
-216.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +1.4% |
| 7D | -3.9% | +10.8% | -14.7% | -4.4% |
| 30D | -2.6% | -8.2% | +5.6% | -2.2% |
| 3M | -6.9% | -13.7% | +6.8% | -6.4% |
| 6M | -9.3% | -27.3% | +18.0% | -8.2% |
| YTD | -20.7% | -4.6% | -16.2% | -22.3% |
| 1Y | -21.8% | +39.4% | -61.2% | -26.2% |
| 3Y | +16.2% | +244.1% | -227.9% | -7.1% |
| All | +16.2% | +232.7% | -216.5% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling