+86.9%
AG vs BURL
+254.9%
-168.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | -4.0% | -0.8% | -3.2% | -3.9% |
| 30D | -13.1% | -4.4% | -8.6% | -12.5% |
| 3M | -22.0% | -28.6% | +6.5% | -18.2% |
| 6M | -37.3% | -12.3% | -25.0% | -36.5% |
| YTD | -11.2% | -11.3% | +0.1% | -10.4% |
| 1Y | +23.9% | -10.4% | +34.4% | +24.3% |
| 3Y | +225.1% | +96.1% | +129.1% | +189.6% |
| 5Y | +7.7% | -5.0% | +12.8% | +0.3% |
| 10Y | +86.9% | +251.8% | -164.9% | +78.5% |
| All | +86.9% | +254.9% | -168.0% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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