+132.1%
AG vs BOXX
+18.5%
+113.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.8% |
| 7D | -6.7% | +0.1% | -6.8% | -6.5% |
| 30D | +2.2% | +0.3% | +1.9% | +3.0% |
| 3M | +15.7% | +1.0% | +14.7% | +17.4% |
| 6M | -23.8% | +1.9% | -25.7% | -22.2% |
| YTD | +17.6% | +2.7% | +15.0% | +21.8% |
| 1Y | +88.6% | +4.0% | +84.6% | +103.5% |
| 3Y | +253.4% | +14.7% | +238.8% | +331.7% |
| All | +132.1% | +18.5% | +113.6% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling