+33.4%
AG vs EFX
-7.5%
+40.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.4% | +6.8% | +9.0% |
| 7D | -2.6% | +9.2% | -11.8% | -2.9% |
| 30D | -12.1% | +34.8% | -46.9% | -13.8% |
| 3M | -6.6% | +8.8% | -15.4% | -7.2% |
| 6M | -20.5% | +12.3% | -32.8% | -21.3% |
| YTD | -7.4% | -10.6% | +3.2% | -8.3% |
| 1Y | +33.4% | -6.7% | +40.1% | +34.1% |
| All | +33.4% | -7.5% | +40.9% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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