+47.8%
AA vs AG
+72.5%
-24.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.0% |
| 7D | +1.1% | -4.0% | +5.2% | +2.4% |
| 30D | -1.3% | -13.1% | +11.8% | +2.6% |
| 3M | -23.9% | -22.0% | -1.9% | -19.0% |
| 6M | -36.8% | -37.3% | +0.5% | -29.1% |
| YTD | -22.2% | -11.2% | -11.0% | -22.9% |
| 1Y | +10.4% | +23.9% | -13.6% | -0.7% |
| 3Y | +72.0% | +225.1% | -153.1% | +12.3% |
| 5Y | -15.6% | +7.7% | -23.4% | -31.0% |
| 10Y | +47.8% | +86.9% | -39.1% | -4.3% |
| All | +47.8% | +72.5% | -24.7% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling