+41.6%
AA vs AGI
+389.5%
-347.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.5% | -10.1% | +10.6% | +3.0% |
| 30D | -0.6% | -6.5% | +5.9% | +0.7% |
| 3M | -19.7% | -12.8% | -6.8% | -17.4% |
| 6M | -41.6% | -34.3% | -7.3% | -36.3% |
| YTD | -24.6% | -25.6% | +1.0% | -20.7% |
| 1Y | +4.9% | -14.2% | +19.1% | +7.1% |
| 3Y | +66.8% | +127.3% | -60.4% | +38.0% |
| 5Y | -19.4% | +241.8% | -261.2% | -38.7% |
| All | +41.6% | +389.5% | -347.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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