+132.3%
AA vs SGI
+263.3%
-130.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.2% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | -1.6% | +5.5% | -7.1% | -3.9% |
| 3M | -29.8% | -3.6% | -26.2% | -29.3% |
| 6M | -16.6% | -15.0% | -1.6% | -13.0% |
| YTD | -4.0% | -23.0% | +19.0% | +3.8% |
| 1Y | +63.5% | -18.4% | +81.9% | +71.8% |
| 3Y | +86.8% | +57.8% | +29.0% | +47.3% |
| 5Y | +12.4% | +51.5% | -39.1% | -13.4% |
| 10Y | +132.3% | +275.2% | -142.8% | +9.7% |
| All | +132.3% | +263.3% | -130.9% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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