+104.9%
EXPE vs AG
+64.2%
+40.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.4% |
| 7D | -9.5% | +1.0% | -10.5% | -9.7% |
| 30D | -6.6% | +19.2% | -25.8% | -9.1% |
| 3M | +31.4% | +6.2% | +25.2% | +29.2% |
| 6M | +35.2% | -26.7% | +61.9% | +38.8% |
| YTD | +5.8% | +26.1% | -20.3% | -2.2% |
| 1Y | +38.7% | +131.7% | -93.0% | +13.4% |
| 3Y | +175.8% | +255.3% | -79.6% | +93.0% |
| All | +104.9% | +64.2% | +40.7% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling