+11.9%
AG vs FE
+5.8%
+6.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | -10.0% | +1.2% | -11.2% | -10.1% |
| 30D | -10.5% | +4.5% | -15.0% | -11.2% |
| 3M | -27.3% | +1.3% | -28.6% | -27.6% |
| 6M | -43.0% | +8.7% | -51.6% | -43.9% |
| YTD | -17.9% | +9.2% | -27.1% | -8.3% |
| 1Y | +11.9% | +7.0% | +4.9% | +25.7% |
| All | +11.9% | +5.8% | +6.1% | +25.7% |
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 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