+57.5%
AG vs FE
+113.1%
-55.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | +4.5% | +0.6% | +3.9% | +4.3% |
| 30D | +12.9% | -2.1% | +15.0% | +13.5% |
| 3M | +20.9% | +2.6% | +18.3% | +20.1% |
| 6M | -19.5% | -6.8% | -12.8% | -18.2% |
| YTD | +24.8% | +6.9% | +17.9% | +22.5% |
| 1Y | +120.2% | +11.6% | +108.7% | +113.9% |
| 3Y | +279.0% | +47.7% | +231.3% | +242.5% |
| 5Y | +67.9% | +46.2% | +21.7% | +53.4% |
| 10Y | +57.5% | +109.2% | -51.7% | +29.5% |
| All | +57.5% | +113.1% | -55.6% | +29.5% |
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