+153.1%
EXPE vs AG
+57.4%
+95.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.8% | -7.8% |
| 7D | -9.8% | +4.5% | -14.2% | -10.2% |
| 30D | -11.5% | +12.9% | -24.4% | -12.8% |
| 3M | +21.7% | +20.9% | +0.8% | +18.6% |
| 6M | +10.4% | -19.5% | +29.9% | +11.6% |
| YTD | -2.5% | +24.8% | -27.3% | -7.8% |
| 1Y | +27.3% | +120.2% | -92.9% | +11.0% |
| 3Y | +153.5% | +279.0% | -125.5% | +97.8% |
| 5Y | +91.1% | +67.9% | +23.2% | +59.5% |
| 10Y | +153.1% | +57.5% | +95.6% | +97.9% |
| All | +153.1% | +57.4% | +95.7% | +97.9% |
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