+154.2%
AG vs CAI
-11.0%
+165.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.8% |
| 7D | -0.1% | -3.1% | +3.0% | +0.6% |
| 30D | +12.5% | +2.7% | +9.8% | +11.5% |
| 3M | +28.2% | +41.7% | -13.5% | +18.7% |
| 6M | -18.8% | +26.5% | -45.3% | -24.2% |
| YTD | +27.4% | -10.9% | +38.3% | +25.7% |
| 1Y | +132.2% | -29.2% | +161.4% | +133.1% |
| All | +154.2% | -11.0% | +165.2% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling