+74.6%
AG vs CPB
-44.2%
+118.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -0.1% | -8.0% | +7.9% | +0.3% |
| 30D | +12.5% | -2.4% | +14.9% | +12.6% |
| 3M | +28.2% | +0.5% | +27.6% | +28.1% |
| 6M | -18.8% | -10.5% | -8.4% | -18.5% |
| YTD | +27.4% | -17.5% | +44.9% | +28.4% |
| 1Y | +132.2% | -31.0% | +163.2% | +136.2% |
| 3Y | +286.9% | -40.6% | +327.5% | +293.6% |
| 5Y | +72.8% | -37.7% | +110.5% | +75.2% |
| 10Y | +74.6% | -43.4% | +118.0% | +77.7% |
| All | +74.6% | -44.2% | +118.8% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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