+11.1%
AG vs FIVE
+14.2%
-3.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +6.3% | -0.3% | +6.6% | +6.5% |
| 30D | -8.9% | +17.7% | -26.6% | -12.6% |
| 3M | -12.2% | +4.0% | -16.2% | -13.5% |
| 6M | -28.3% | +2.6% | -30.9% | -29.6% |
| YTD | -8.8% | +27.6% | -36.4% | -15.5% |
| 1Y | +39.4% | +59.9% | -20.6% | +21.8% |
| 3Y | +229.4% | +35.8% | +193.6% | +189.3% |
| All | +11.1% | +14.2% | -3.0% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling