+51.2%
AG vs ACI
+33.9%
+17.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.4% |
| 7D | -6.0% | -0.5% | -5.6% | -6.0% |
| 30D | -14.3% | +4.9% | -19.2% | -14.9% |
| 3M | -26.9% | +11.1% | -38.0% | -28.1% |
| 6M | -42.1% | -14.9% | -27.2% | -41.3% |
| YTD | -15.9% | -19.6% | +3.7% | -14.3% |
| 1Y | +11.5% | -22.7% | +34.2% | +14.4% |
| 3Y | +208.0% | -31.2% | +239.2% | +221.5% |
| 5Y | +2.4% | -42.3% | +44.8% | +5.6% |
| All | +51.2% | +33.9% | +17.3% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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