+154.8%
EXPE vs AGI
+214.4%
-59.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -11.5% | +2.2% | -13.7% | -11.6% |
| 30D | -13.1% | +11.3% | -24.3% | -13.6% |
| 3M | +18.1% | +5.6% | +12.5% | +17.6% |
| 6M | +13.3% | -27.7% | +40.9% | +14.6% |
| YTD | -3.2% | -4.1% | +0.9% | -4.3% |
| 1Y | +26.1% | +13.8% | +12.4% | +22.3% |
| All | +154.8% | +214.4% | -59.6% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling