+153.4%
EXE vs AGI
+265.6%
-112.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +5.3% | -10.1% | +15.4% | +6.9% |
| 30D | -2.2% | -6.5% | +4.3% | -1.6% |
| 3M | -5.9% | -12.8% | +6.9% | -4.6% |
| 6M | -5.7% | -34.3% | +28.6% | -0.5% |
| YTD | -17.8% | -25.6% | +7.8% | -17.0% |
| 1Y | -23.1% | -14.2% | -8.9% | -24.8% |
| 3Y | +21.2% | +127.3% | -106.1% | -10.3% |
| 5Y | +78.8% | +241.8% | -162.9% | +12.6% |
| All | +153.4% | +265.6% | -112.1% | +54.2% |
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 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