+127.7%
EXPE vs AG
+76.0%
+51.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.9% |
| 7D | -0.5% | -10.0% | +9.5% | +0.7% |
| 30D | -6.1% | -10.5% | +4.4% | -4.9% |
| 3M | -21.3% | -27.3% | +5.9% | -18.7% |
| 6M | +19.0% | -43.0% | +62.0% | +25.6% |
| YTD | -8.4% | -17.9% | +9.5% | -9.6% |
| 1Y | -2.8% | +11.9% | -14.7% | -8.0% |
| 3Y | +120.8% | +201.8% | -81.1% | +74.7% |
| 5Y | +46.2% | -0.1% | +46.3% | +28.2% |
| All | +127.7% | +76.0% | +51.7% | +79.0% |
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