+33.4%
AG vs FE
+6.1%
+27.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | 0.0% | +9.2% | +9.2% |
| 7D | -2.6% | +1.7% | -4.3% | -3.0% |
| 30D | -12.1% | +8.1% | -20.2% | -14.0% |
| 3M | -6.6% | -1.3% | -5.3% | -6.6% |
| 6M | -20.5% | +2.9% | -23.4% | -20.7% |
| YTD | -7.4% | +8.6% | -16.0% | -2.0% |
| 1Y | +33.4% | +6.3% | +27.1% | +45.6% |
| All | +33.4% | +6.1% | +27.3% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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