+445.6%
AG vs FE
+90.1%
+355.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | +1.0% | +1.9% | -0.9% | +0.3% |
| 30D | +19.2% | -1.2% | +20.3% | +19.7% |
| 3M | +6.2% | +3.5% | +2.7% | +4.5% |
| 6M | -26.7% | -6.1% | -20.6% | -25.2% |
| YTD | +26.1% | +7.6% | +18.5% | +22.1% |
| 1Y | +131.7% | +11.9% | +119.7% | +120.9% |
| 3Y | +255.3% | +48.4% | +206.9% | +201.9% |
| 5Y | +61.9% | +44.8% | +17.1% | +39.0% |
| 10Y | +72.0% | +115.9% | -43.9% | +12.1% |
| All | +445.6% | +90.1% | +355.6% | +250.5% |
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