+294.5%
AG vs FE
+90.6%
+203.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.0% |
| 7D | +6.3% | 0.0% | +6.3% | +6.3% |
| 30D | -8.9% | +5.2% | -14.1% | -10.8% |
| 3M | -12.2% | 0.0% | -12.2% | -12.2% |
| 6M | -28.3% | +5.0% | -33.3% | -29.9% |
| YTD | -8.8% | +7.9% | -16.7% | -11.8% |
| 1Y | +39.4% | +6.3% | +33.0% | +35.4% |
| 3Y | +229.4% | +46.0% | +183.4% | +181.7% |
| 5Y | +14.5% | +45.6% | -31.1% | -1.9% |
| 10Y | +82.7% | +109.3% | -26.6% | +20.6% |
| All | +294.5% | +90.6% | +203.9% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling