+33.4%
AG vs IRE
-97.6%
+130.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -23.2% | +32.4% | +11.5% |
| 7D | -2.6% | -46.8% | +44.2% | +2.9% |
| 30D | -12.1% | -75.5% | +63.4% | -0.4% |
| 3M | -6.6% | -79.4% | +72.8% | +6.1% |
| 6M | -20.5% | -91.3% | +70.8% | -6.7% |
| YTD | -7.4% | -90.8% | +83.4% | +7.9% |
| 1Y | +33.4% | -97.7% | +131.1% | +55.5% |
| All | +33.4% | -97.6% | +130.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling