+124.8%
AA vs AG
+57.4%
+67.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.8% |
| 7D | +1.7% | +4.5% | -2.8% | +0.3% |
| 30D | +3.3% | +12.9% | -9.5% | -0.4% |
| 3M | -29.4% | +20.9% | -50.4% | -33.6% |
| 6M | -12.8% | -19.5% | +6.7% | -9.2% |
| YTD | -2.1% | +24.8% | -26.9% | -11.4% |
| 1Y | +62.8% | +120.2% | -57.5% | +24.5% |
| 3Y | +90.5% | +279.0% | -188.5% | +18.3% |
| 5Y | +19.1% | +67.9% | -48.8% | -13.1% |
| 10Y | +124.8% | +57.5% | +67.3% | +40.9% |
| All | +124.8% | +57.4% | +67.4% | +40.9% |
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