+337.4%
AGI vs AEE
+191.1%
+146.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.7% | -0.8% | -2.0% | -2.5% |
| 30D | +7.2% | -2.9% | +10.2% | +8.2% |
| 3M | +4.3% | -2.4% | +6.7% | +4.9% |
| 6M | -27.1% | -2.7% | -24.4% | -26.8% |
| YTD | -6.6% | +7.3% | -13.9% | -9.3% |
| 1Y | +9.5% | +7.5% | +2.0% | +6.3% |
| 3Y | +208.4% | +46.2% | +162.2% | +167.5% |
| 5Y | +401.6% | +39.7% | +361.9% | +341.0% |
| All | +337.4% | +191.1% | +146.2% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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