+224.7%
AG vs REPL
-9.7%
+234.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.2% | +2.2% |
| 7D | -0.1% | -9.6% | +9.5% | +0.3% |
| 30D | +12.5% | +5.7% | +6.7% | +12.0% |
| 3M | +28.2% | +56.4% | -28.2% | +22.9% |
| 6M | -18.8% | +67.4% | -86.3% | -26.2% |
| YTD | +27.4% | +48.7% | -21.3% | +16.4% |
| 1Y | +132.2% | +148.3% | -16.1% | +101.7% |
| 3Y | +286.9% | -26.7% | +313.5% | +224.0% |
| 5Y | +72.8% | -54.1% | +126.9% | +46.8% |
| All | +224.7% | -9.7% | +234.4% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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