+150.1%
EXE vs AG
-11.5%
+161.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.9% | +8.2% | +2.9% |
| 7D | -2.2% | +6.0% | -8.2% | -2.9% |
| 30D | -0.3% | -13.5% | +13.2% | +1.0% |
| 3M | -9.3% | -20.7% | +11.4% | -7.6% |
| 6M | -7.2% | -31.5% | +24.3% | -4.6% |
| YTD | -18.9% | -10.1% | -8.8% | -21.1% |
| 1Y | -21.7% | +26.0% | -47.7% | -27.6% |
| 3Y | +21.0% | +228.9% | -207.9% | -10.3% |
| 5Y | +76.0% | +8.7% | +67.3% | +56.0% |
| All | +150.1% | -11.5% | +161.7% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling