+998.1%
EXPE vs AG
+294.5%
+703.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -5.1% |
| 7D | -9.3% | +6.3% | -15.6% | -9.8% |
| 30D | +0.1% | -8.9% | +9.1% | +1.1% |
| 3M | -15.3% | -12.2% | -3.1% | -14.5% |
| 6M | +5.5% | -28.3% | +33.8% | +8.1% |
| YTD | -8.0% | -8.8% | +0.9% | -9.7% |
| 1Y | +18.9% | +39.4% | -20.5% | +11.1% |
| 3Y | +135.5% | +229.4% | -93.9% | +92.5% |
| 5Y | +44.3% | +14.5% | +29.7% | +28.6% |
| 10Y | +117.7% | +82.7% | +35.0% | +71.1% |
| All | +998.1% | +294.5% | +703.7% | +456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling