+61.6%
AG vs BBWI
-55.0%
+116.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.4% | -9.3% | -3.7% |
| 7D | -6.7% | -4.8% | -1.9% | -6.3% |
| 30D | +2.2% | +3.5% | -1.3% | +1.4% |
| 3M | +15.7% | -0.3% | +16.0% | +15.1% |
| 6M | -23.8% | -5.4% | -18.4% | -24.0% |
| YTD | +17.6% | -4.7% | +22.4% | +16.8% |
| 1Y | +88.6% | -30.5% | +119.1% | +92.9% |
| 3Y | +253.4% | -44.3% | +297.8% | +264.9% |
| 5Y | +62.4% | -66.9% | +129.3% | +71.6% |
| All | +61.6% | -55.0% | +116.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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