+72.8%
AG vs BBWI
-68.8%
+141.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.3% | +8.4% | +3.1% |
| 7D | -0.1% | -4.4% | +4.3% | +0.6% |
| 30D | +12.5% | -7.4% | +19.8% | +13.4% |
| 3M | +28.2% | -2.2% | +30.4% | +27.6% |
| 6M | -18.8% | -16.3% | -2.5% | -17.4% |
| YTD | +27.4% | -9.1% | +36.5% | +26.9% |
| 1Y | +132.2% | -34.5% | +166.7% | +142.7% |
| 3Y | +286.9% | -47.0% | +333.8% | +310.3% |
| 5Y | +72.8% | -68.8% | +141.6% | +91.5% |
| All | +72.8% | -68.8% | +141.6% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling