+253.4%
AG vs BOXX
+14.7%
+238.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.7% |
| 7D | -6.7% | +0.1% | -6.8% | -6.5% |
| 30D | +2.2% | +0.3% | +1.9% | +3.4% |
| 3M | +15.7% | +1.0% | +14.7% | +18.7% |
| 6M | -23.8% | +1.9% | -25.7% | -20.6% |
| YTD | +17.6% | +2.7% | +15.0% | +25.8% |
| 1Y | +88.6% | +4.0% | +84.6% | +115.7% |
| 3Y | +253.4% | +14.7% | +238.8% | +490.1% |
| All | +253.4% | +14.7% | +238.8% | +490.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling