+12.4%
AA vs AG
+64.2%
-51.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.4% |
| 7D | -0.7% | +1.0% | -1.7% | -1.2% |
| 30D | +5.0% | +19.2% | -14.2% | -1.6% |
| 3M | -35.8% | +6.2% | -42.0% | -37.9% |
| 6M | -18.4% | -26.7% | +8.3% | -11.6% |
| YTD | -5.5% | +26.1% | -31.6% | -17.8% |
| 1Y | +61.0% | +131.7% | -70.7% | +10.1% |
| 3Y | +66.2% | +255.3% | -189.1% | -12.6% |
| All | +12.4% | +64.2% | -51.8% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling