+21.6%
ACI vs AGI
+351.9%
-330.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | -3.7% | -2.7% | -1.0% | -3.6% |
| 30D | +0.6% | +7.2% | -6.7% | +0.1% |
| 3M | -20.3% | +4.3% | -24.6% | -20.6% |
| 6M | -24.7% | -27.1% | +2.4% | -23.6% |
| YTD | -27.2% | -6.6% | -20.6% | -27.7% |
| 1Y | -32.7% | +9.5% | -42.2% | -34.1% |
| 3Y | -43.9% | +208.4% | -252.3% | -49.5% |
| 5Y | -38.9% | +401.6% | -440.5% | -47.2% |
| All | +21.6% | +351.9% | -330.3% | +4.7% |
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