+118.5%
EXPE vs AG
+77.4%
+41.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.6% |
| 7D | -13.3% | +10.8% | -24.1% | -14.3% |
| 30D | -5.5% | -8.2% | +2.7% | -4.7% |
| 3M | -16.5% | -13.7% | -2.8% | -15.4% |
| 6M | +13.1% | -27.3% | +40.4% | +16.0% |
| YTD | -8.0% | -4.6% | -3.4% | -10.7% |
| 1Y | +1.1% | +39.4% | -38.3% | -6.8% |
| 3Y | +131.2% | +244.1% | -113.0% | +80.3% |
| 5Y | +39.8% | +16.8% | +23.0% | +20.4% |
| 10Y | +118.5% | +71.7% | +46.8% | +69.6% |
| All | +118.5% | +77.4% | +41.1% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling