-64.8%
AAL vs AGI
+392.3%
-457.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -0.9% | -2.7% | +1.8% | -0.7% |
| 30D | -12.9% | +7.2% | -20.1% | -13.3% |
| 3M | -11.2% | +4.3% | -15.5% | -11.7% |
| 6M | +17.8% | -27.1% | +44.9% | +19.8% |
| YTD | -15.1% | -6.6% | -8.5% | -15.2% |
| 1Y | +0.5% | +9.5% | -9.1% | -0.8% |
| 3Y | -7.7% | +208.4% | -216.1% | -15.5% |
| 5Y | -31.3% | +401.6% | -433.0% | -39.5% |
| All | -64.8% | +392.3% | -457.1% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling