-18.0%
AA vs AGI
+245.8%
-263.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | +0.3% |
| 7D | +5.3% | -7.5% | +12.8% | +8.8% |
| 30D | -2.3% | -9.9% | +7.6% | +1.6% |
| 3M | -20.8% | -14.2% | -6.7% | -16.5% |
| 6M | -39.8% | -35.2% | -4.6% | -29.2% |
| YTD | -23.3% | -25.2% | +2.0% | -17.5% |
| 1Y | +1.8% | -14.3% | +16.2% | +3.2% |
| 3Y | +69.5% | +127.7% | -58.1% | -0.7% |
| 5Y | -18.0% | +243.4% | -261.4% | -62.8% |
| All | -18.0% | +245.8% | -263.8% | -62.8% |
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