+125.4%
EXPE vs AG
+72.5%
+52.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | -17.8% | -4.0% | -13.7% | -17.3% |
| 30D | -3.2% | -13.1% | +9.8% | -1.8% |
| 3M | -19.0% | -22.0% | +3.1% | -17.0% |
| 6M | +17.7% | -37.3% | +55.0% | +22.9% |
| YTD | -7.8% | -11.2% | +3.4% | -9.7% |
| 1Y | -1.4% | +23.9% | -25.3% | -7.8% |
| 3Y | +121.9% | +225.1% | -103.2% | +74.3% |
| 5Y | +44.3% | +7.7% | +36.5% | +25.4% |
| 10Y | +125.4% | +86.9% | +38.5% | +75.5% |
| All | +125.4% | +72.5% | +52.9% | +75.5% |
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