+71.9%
AG vs FE
+110.9%
-39.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | -13.5% | +4.3% | -17.9% | -14.5% |
| 3M | -20.7% | +0.4% | -21.1% | -20.8% |
| 6M | -31.5% | +6.9% | -38.5% | -32.8% |
| YTD | -10.1% | +8.0% | -18.2% | -12.0% |
| 1Y | +26.0% | +4.8% | +21.2% | +24.3% |
| 3Y | +228.9% | +49.0% | +179.9% | +197.8% |
| 5Y | +8.7% | +46.2% | -37.5% | -0.4% |
| 10Y | +71.9% | +120.9% | -49.0% | +47.8% |
| All | +71.9% | +110.9% | -39.0% | +47.8% |
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