+67.3%
AG vs EFX
-37.1%
+104.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.9% |
| 7D | -5.8% | -11.1% | +5.3% | -2.9% |
| 30D | +6.4% | -7.4% | +13.7% | +8.4% |
| 3M | +28.4% | +1.5% | +26.9% | +26.8% |
| 6M | -24.5% | -13.7% | -10.8% | -22.2% |
| YTD | +21.2% | -21.9% | +43.0% | +27.6% |
| 1Y | +114.1% | -30.8% | +144.9% | +133.9% |
| 3Y | +268.0% | -12.4% | +280.4% | +257.9% |
| 5Y | +67.3% | -35.9% | +103.3% | +65.7% |
| All | +67.3% | -37.1% | +104.4% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling