+65.7%
AG vs FE
+126.1%
-60.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | -10.0% | +1.2% | -11.2% | -10.2% |
| 30D | -10.5% | +4.5% | -15.0% | -11.5% |
| 3M | -27.3% | +1.3% | -28.6% | -27.5% |
| 6M | -43.0% | +8.7% | -51.6% | -44.2% |
| YTD | -17.9% | +9.2% | -27.1% | -19.8% |
| 1Y | +11.9% | +7.0% | +4.9% | +9.9% |
| 3Y | +201.8% | +51.4% | +150.4% | +172.5% |
| 5Y | -0.1% | +47.7% | -47.8% | -8.6% |
| All | +65.7% | +126.1% | -60.4% | +42.7% |
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