+229.4%
AG vs FE
+42.7%
+186.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.4% |
| 7D | +6.3% | -1.0% | +7.3% | +6.8% |
| 30D | -8.9% | +4.1% | -13.1% | -10.7% |
| 3M | -12.2% | -1.0% | -11.2% | -11.9% |
| 6M | -28.3% | +4.0% | -32.3% | -29.9% |
| YTD | -8.8% | +6.8% | -15.7% | -11.6% |
| 1Y | +39.4% | +5.3% | +34.1% | +36.0% |
| 3Y | +229.4% | +44.6% | +184.8% | +130.0% |
| All | +229.4% | +42.7% | +186.7% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling