+132.2%
AG vs FE
+11.4%
+120.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +12.5% | -1.2% | +13.6% | +12.8% |
| 3M | +28.2% | +1.7% | +26.5% | +27.6% |
| 6M | -18.8% | -7.5% | -11.4% | -14.5% |
| YTD | +27.4% | +6.3% | +21.1% | +30.8% |
| 1Y | +132.2% | +10.9% | +121.3% | +129.3% |
| All | +132.2% | +11.4% | +120.7% | +129.3% |
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