+439.9%
AG vs EFX
+453.7%
-13.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | +0.1% |
| 7D | +4.5% | -7.8% | +12.3% | +7.6% |
| 30D | +12.9% | -5.7% | +18.6% | +15.1% |
| 3M | +20.9% | +2.5% | +18.4% | +18.5% |
| 6M | -19.5% | -16.7% | -2.9% | -15.4% |
| YTD | +24.8% | -20.2% | +45.0% | +32.0% |
| 1Y | +120.2% | -31.4% | +151.6% | +146.5% |
| 3Y | +279.0% | -10.5% | +289.5% | +265.0% |
| 5Y | +67.9% | -35.2% | +103.1% | +79.1% |
| 10Y | +57.5% | +40.2% | +17.3% | +7.3% |
| All | +439.9% | +453.7% | -13.8% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling