+33.4%
AG vs CAI
+12.6%
+20.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.1% | +8.0% | +8.9% |
| 7D | -2.6% | -6.3% | +3.7% | -1.1% |
| 30D | -12.1% | +9.3% | -21.4% | -14.0% |
| 3M | -6.6% | +106.3% | -112.9% | -21.8% |
| 6M | -20.5% | +77.7% | -98.2% | -31.9% |
| YTD | -7.4% | +23.1% | -30.6% | -14.6% |
| 1Y | +33.4% | +6.5% | +26.9% | +26.4% |
| All | +33.4% | +12.6% | +20.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling