+129.0%
AG vs REPL
+45.5%
+83.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.6% | -10.4% | -6.1% |
| 7D | +6.0% | +12.7% | -6.8% | +5.4% |
| 30D | -13.5% | +73.5% | -87.0% | -15.8% |
| 3M | -20.7% | +70.3% | -91.0% | -22.8% |
| 6M | -31.5% | +472.0% | -503.5% | -39.7% |
| YTD | -10.1% | +139.5% | -149.7% | -19.8% |
| 1Y | +26.0% | +167.3% | -141.3% | +11.7% |
| 3Y | +228.9% | +109.5% | +119.4% | +153.4% |
| 5Y | +8.7% | -29.9% | +38.6% | -9.4% |
| All | +129.0% | +45.5% | +83.5% | +68.7% |
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