+61.6%
AG vs AGI
+392.3%
-330.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.5% |
| 7D | -6.7% | -2.7% | -4.0% | -4.4% |
| 30D | +2.2% | +7.2% | -5.1% | -3.7% |
| 3M | +15.7% | +4.3% | +11.4% | +11.3% |
| 6M | -23.8% | -27.1% | +3.3% | +1.6% |
| YTD | +17.6% | -6.6% | +24.2% | +28.8% |
| 1Y | +88.6% | +9.5% | +79.1% | +82.3% |
| 3Y | +253.4% | +208.4% | +45.0% | +48.8% |
| 5Y | +62.4% | +401.6% | -339.2% | -51.3% |
| All | +61.6% | +392.3% | -330.7% | -51.3% |
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