+86.9%
AG vs ALM
+2,084.7%
-1,997.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -4.0% | -7.2% | +3.1% | -3.1% |
| 30D | -13.1% | -26.4% | +13.3% | -9.6% |
| 3M | -22.0% | -38.6% | +16.6% | -17.3% |
| 6M | -37.3% | -61.0% | +23.7% | -30.1% |
| YTD | -11.2% | -7.4% | -3.8% | -9.2% |
| 1Y | +23.9% | +14.0% | +10.0% | +23.9% |
| 3Y | +225.1% | +844.4% | -619.3% | +173.3% |
| 5Y | +7.7% | +410.8% | -403.1% | -7.9% |
| 10Y | +86.9% | +2,084.7% | -1,997.9% | +45.2% |
| All | +86.9% | +2,084.7% | -1,997.9% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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