+29.4%
EXPE vs AGI
+9.6%
+19.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.7% |
| 7D | -8.7% | -5.3% | -3.4% | -8.5% |
| 30D | -13.6% | +6.8% | -20.4% | -13.8% |
| 3M | +26.6% | +8.3% | +18.3% | +26.4% |
| 6M | +19.9% | -29.2% | +49.2% | +19.4% |
| YTD | -1.7% | -7.3% | +5.5% | -2.8% |
| 1Y | +29.4% | +8.0% | +21.4% | +22.2% |
| All | +29.4% | +9.6% | +19.8% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling