+127.7%
EXPE vs AGI
+389.5%
-261.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.5% | -10.1% | +9.6% | +0.2% |
| 30D | -6.1% | -6.5% | +0.4% | -5.8% |
| 3M | -21.3% | -12.8% | -8.5% | -20.7% |
| 6M | +19.0% | -34.3% | +53.3% | +21.8% |
| YTD | -8.4% | -25.6% | +17.2% | -7.6% |
| 1Y | -2.8% | -14.2% | +11.4% | -3.0% |
| 3Y | +120.8% | +127.3% | -6.5% | +103.1% |
| 5Y | +46.2% | +241.8% | -195.6% | +29.7% |
| All | +127.7% | +389.5% | -261.8% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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