+86.9%
AG vs FE
+120.9%
-34.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.9% |
| 30D | -13.1% | +3.6% | -16.7% | -13.9% |
| 3M | -22.0% | +0.3% | -22.4% | -22.1% |
| 6M | -37.3% | +6.4% | -43.7% | -38.3% |
| YTD | -11.2% | +8.1% | -19.3% | -13.0% |
| 1Y | +23.9% | +4.6% | +19.3% | +22.4% |
| 3Y | +225.1% | +49.1% | +176.0% | +194.5% |
| 5Y | +7.7% | +46.1% | -38.4% | -1.2% |
| 10Y | +86.9% | +122.7% | -35.8% | +61.0% |
| All | +86.9% | +120.9% | -34.0% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling