+71.9%
AG vs FIVE
+562.8%
-490.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.8% |
| 7D | +6.0% | +7.3% | -1.4% | +4.4% |
| 30D | -13.5% | +18.1% | -31.6% | -16.6% |
| 3M | -20.7% | +7.7% | -28.4% | -22.3% |
| 6M | -31.5% | +13.6% | -45.2% | -34.1% |
| YTD | -10.1% | +34.6% | -44.7% | -16.8% |
| 1Y | +26.0% | +66.2% | -40.2% | +11.3% |
| 3Y | +228.9% | +43.5% | +185.4% | +185.1% |
| 5Y | +8.7% | +20.7% | -12.0% | -5.5% |
| 10Y | +71.9% | +541.5% | -469.6% | 0.0% |
| All | +71.9% | +562.8% | -490.9% | 0.0% |
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