+57.2%
AA vs FGI
+1.5%
+55.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.9% |
| 7D | +0.9% | -7.0% | +7.8% | +0.9% |
| 30D | -6.7% | -4.2% | -2.5% | -6.7% |
| 3M | -16.3% | +55.6% | -71.9% | -16.9% |
| 6M | -37.1% | -3.2% | -34.0% | -37.3% |
| YTD | -25.0% | +29.1% | -54.1% | -26.2% |
| 1Y | +8.6% | +51.0% | -42.4% | +6.5% |
| 3Y | +57.2% | +1.5% | +55.7% | +58.2% |
| All | +57.2% | +1.5% | +55.7% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling