+178.5%
EXE vs AG
+24.2%
+154.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | +8.5% | +19.2% | -10.7% | +6.2% |
| 3M | +5.5% | +6.2% | -0.7% | +4.1% |
| 6M | -5.9% | -26.7% | +20.8% | -3.7% |
| YTD | -9.7% | +26.1% | -35.8% | -14.9% |
| 1Y | +3.6% | +131.7% | -128.1% | -11.8% |
| 3Y | +18.0% | +255.3% | -237.3% | -11.5% |
| 5Y | +109.4% | +61.9% | +47.5% | +77.8% |
| All | +178.5% | +24.2% | +154.3% | +141.3% |
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 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