+139.1%
AG vs BOXX
+18.4%
+120.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.8% |
| 7D | -5.8% | 0.0% | -5.8% | -5.6% |
| 30D | +6.4% | +0.3% | +6.1% | +7.1% |
| 3M | +28.4% | +1.0% | +27.4% | +30.0% |
| 6M | -24.5% | +1.9% | -26.4% | -23.0% |
| YTD | +21.2% | +2.6% | +18.5% | +25.3% |
| 1Y | +114.1% | +4.0% | +110.1% | +130.6% |
| 3Y | +268.0% | +14.6% | +253.4% | +348.5% |
| All | +139.1% | +18.4% | +120.7% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling