+8.7%
AA vs AG
+32.5%
-23.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.7% | +1.1% | +4.2% |
| 7D | +4.8% | +10.8% | -6.0% | +1.3% |
| 30D | -0.6% | -8.2% | +7.5% | +1.9% |
| 3M | -16.3% | -13.7% | -2.6% | -13.0% |
| 6M | -33.4% | -27.3% | -6.1% | -27.9% |
| YTD | -20.7% | -4.6% | -16.1% | -26.2% |
| All | +8.7% | +32.5% | -23.9% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling