+53.6%
AA vs AG
+77.4%
-23.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.1% | +4.5% |
| 7D | +4.8% | +10.8% | -6.0% | +1.8% |
| 30D | -0.6% | -8.2% | +7.5% | +1.6% |
| 3M | -16.3% | -13.7% | -2.6% | -13.4% |
| 6M | -33.4% | -27.3% | -6.1% | -28.3% |
| YTD | -20.7% | -4.6% | -16.1% | -23.0% |
| 1Y | +12.9% | +39.4% | -26.4% | -1.5% |
| 3Y | +75.7% | +244.1% | -168.4% | +13.2% |
| 5Y | -6.8% | +16.8% | -23.6% | -25.4% |
| 10Y | +53.6% | +71.7% | -18.1% | -3.0% |
| All | +53.6% | +77.4% | -23.7% | -3.0% |
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