-33.9%
AA vs FGI
-70.3%
+36.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -3.7% | -11.6% | +7.9% | -3.5% |
| 30D | -10.8% | -3.3% | -7.5% | -10.8% |
| 3M | -19.1% | +65.6% | -84.6% | -20.5% |
| 6M | -38.7% | -2.8% | -35.9% | -39.2% |
| YTD | -27.1% | +30.1% | -57.3% | -29.3% |
| 1Y | +8.3% | +50.2% | -41.8% | +4.4% |
| 3Y | +49.6% | -0.4% | +50.0% | +43.1% |
| All | -33.9% | -70.3% | +36.4% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling