+779.7%
EXPE vs AGI
+1,041.2%
-261.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.4% | -6.5% | -7.8% |
| 7D | -9.8% | +4.4% | -14.1% | -10.0% |
| 30D | -11.5% | +10.0% | -21.5% | -12.1% |
| 3M | +21.7% | +1.7% | +20.0% | +21.4% |
| 6M | +10.4% | -26.8% | +37.2% | +12.1% |
| YTD | -2.5% | -5.3% | +2.8% | -3.0% |
| 1Y | +27.3% | +11.5% | +15.9% | +25.1% |
| 3Y | +153.5% | +212.9% | -59.4% | +130.6% |
| 5Y | +91.1% | +388.8% | -297.7% | +67.9% |
| 10Y | +153.1% | +383.6% | -230.5% | +114.7% |
| All | +779.7% | +1,041.2% | -261.5% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling