+69.8%
AG vs FIVE
+505.3%
-435.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -5.0% |
| 7D | -6.0% | +2.4% | -8.5% | -6.5% |
| 30D | -14.3% | +15.8% | -30.2% | -17.0% |
| 3M | -26.9% | +3.8% | -30.7% | -27.8% |
| 6M | -42.1% | +18.5% | -60.7% | -44.7% |
| YTD | -15.9% | +31.2% | -47.1% | -21.7% |
| 1Y | +11.5% | +61.8% | -50.3% | -1.0% |
| 3Y | +208.0% | +39.9% | +168.1% | +168.4% |
| 5Y | +2.4% | +18.3% | -15.9% | -10.5% |
| All | +69.8% | +505.3% | -435.5% | -0.4% |
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