+141.8%
AG vs CAI
-11.0%
+152.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.8% | -5.1% | -0.7% | -4.7% |
| 30D | +6.4% | +3.9% | +2.5% | +5.2% |
| 3M | +28.4% | +40.1% | -11.7% | +19.2% |
| 6M | -24.5% | +29.7% | -54.1% | -29.8% |
| YTD | +21.2% | -10.9% | +32.1% | +19.6% |
| 1Y | +114.1% | -28.0% | +142.1% | +115.0% |
| All | +141.8% | -11.0% | +152.8% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling