-8.2%
AAL vs AGI
+214.4%
-222.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -1.3% | +2.2% | -3.5% | -1.5% |
| 30D | -13.7% | +11.3% | -25.0% | -14.6% |
| 3M | -8.2% | +5.6% | -13.8% | -8.9% |
| 6M | +13.1% | -27.7% | +40.8% | +14.4% |
| YTD | -15.6% | -4.1% | -11.5% | -15.5% |
| 1Y | +1.4% | +13.8% | -12.4% | +0.9% |
| All | -8.2% | +214.4% | -222.5% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling