+19.1%
AG vs IRE
-97.2%
+116.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +39.6% | -37.8% | -1.9% |
| 7D | +6.3% | -27.2% | +33.5% | +7.3% |
| 30D | -8.9% | -75.1% | +66.2% | +1.1% |
| 3M | -12.2% | -77.9% | +65.7% | -2.6% |
| 6M | -28.3% | -94.6% | +66.3% | -13.9% |
| YTD | -8.8% | -91.5% | +82.7% | +5.4% |
| 1Y | +39.4% | -97.8% | +137.2% | +48.3% |
| All | +19.1% | -97.2% | +116.4% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling