+178.5%
EXE vs AGI
+371.9%
-193.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.9% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +8.5% | +18.2% | -9.8% | +5.4% |
| 3M | +5.5% | -4.1% | +9.6% | +5.5% |
| 6M | -5.9% | -28.7% | +22.8% | -1.5% |
| YTD | -9.7% | -4.0% | -5.7% | -11.8% |
| 1Y | +3.6% | +17.4% | -13.8% | -4.1% |
| 3Y | +18.0% | +203.0% | -185.0% | -16.6% |
| 5Y | +109.4% | +376.7% | -267.2% | +24.7% |
| All | +178.5% | +371.9% | -193.4% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling