+7.9%
AA vs AGI
+406.3%
-398.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -0.6% | +2.2% | -2.8% | -1.6% |
| 30D | -1.6% | +11.3% | -12.8% | -6.1% |
| 3M | -29.8% | +5.6% | -35.4% | -32.2% |
| 6M | -16.6% | -27.7% | +11.0% | -6.6% |
| YTD | -4.0% | -4.1% | 0.0% | -6.3% |
| 1Y | +63.5% | +13.8% | +49.7% | +47.5% |
| 3Y | +86.8% | +217.0% | -130.3% | -3.3% |
| All | +7.9% | +406.3% | -398.5% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling