+104.9%
EXE vs AGI
+406.3%
-301.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -2.7% | +2.2% | -4.9% | -3.1% |
| 30D | -0.4% | +11.3% | -11.6% | -2.2% |
| 3M | +9.5% | +5.6% | +3.8% | +7.8% |
| 6M | -9.3% | -27.7% | +18.3% | -5.2% |
| YTD | -10.9% | -4.1% | -6.8% | -13.0% |
| 1Y | +4.3% | +13.8% | -9.5% | -2.9% |
| 3Y | +18.8% | +217.0% | -198.2% | -19.1% |
| All | +104.9% | +406.3% | -301.4% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling