+27.3%
EXPE vs AG
+123.1%
-95.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.8% | -7.8% |
| 7D | -9.8% | +4.5% | -14.2% | -9.9% |
| 30D | -11.5% | +12.9% | -24.4% | -12.0% |
| 3M | +21.7% | +20.9% | +0.8% | +20.7% |
| 6M | +10.4% | -19.5% | +29.9% | +10.5% |
| YTD | -2.5% | +24.8% | -27.3% | -7.7% |
| 1Y | +27.3% | +120.2% | -92.9% | +7.1% |
| All | +27.3% | +123.1% | -95.7% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling