+128.9%
AG vs ACI
+18.9%
+110.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.4% |
| 7D | -0.1% | -5.0% | +5.0% | +0.5% |
| 30D | +12.5% | -2.3% | +14.8% | +12.6% |
| 3M | +28.2% | -23.2% | +51.3% | +32.0% |
| 6M | -18.8% | -29.5% | +10.6% | -15.7% |
| YTD | +27.4% | -28.6% | +56.0% | +31.9% |
| 1Y | +132.2% | -34.0% | +166.2% | +143.0% |
| 3Y | +286.9% | -45.0% | +331.8% | +314.7% |
| 5Y | +72.8% | -44.0% | +116.8% | +82.6% |
| All | +128.9% | +18.9% | +110.0% | +159.7% |
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