+67.9%
AG vs ACI
-44.9%
+112.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | -0.4% |
| 7D | +4.5% | -2.6% | +7.0% | +5.1% |
| 30D | +12.9% | +1.1% | +11.8% | +12.4% |
| 3M | +20.9% | -23.6% | +44.6% | +27.6% |
| 6M | -19.5% | -29.9% | +10.4% | -13.8% |
| YTD | +24.8% | -26.9% | +51.7% | +31.7% |
| 1Y | +120.2% | -34.2% | +154.5% | +139.3% |
| 3Y | +279.0% | -43.6% | +322.6% | +328.9% |
| 5Y | +67.9% | -42.4% | +110.3% | +80.2% |
| All | +67.9% | -44.9% | +112.8% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling