+57.5%
AG vs FIVE
+475.1%
-417.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | +4.5% | +3.7% | +0.8% | +3.6% |
| 30D | +12.9% | +4.0% | +8.9% | +11.6% |
| 3M | +20.9% | +36.2% | -15.3% | +12.4% |
| 6M | -19.5% | +18.0% | -37.5% | -23.2% |
| YTD | +24.8% | +34.9% | -10.1% | +15.6% |
| 1Y | +120.2% | +67.9% | +52.3% | +94.0% |
| 3Y | +279.0% | +57.3% | +221.7% | +222.1% |
| 5Y | +67.9% | +39.5% | +28.4% | +42.0% |
| 10Y | +57.5% | +496.4% | -438.9% | -6.3% |
| All | +57.5% | +475.1% | -417.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling