+630.5%
AGI vs ALC
+17.1%
+613.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.7% |
| 7D | -5.3% | -7.7% | +2.4% | -3.6% |
| 30D | +6.8% | -11.7% | +18.4% | +9.7% |
| 3M | +8.3% | +0.7% | +7.6% | +7.9% |
| 6M | -29.2% | -17.1% | -12.2% | -26.5% |
| YTD | -7.3% | -15.1% | +7.9% | -4.2% |
| 1Y | +8.0% | -14.1% | +22.1% | +11.0% |
| 3Y | +206.6% | -18.2% | +224.7% | +215.7% |
| 5Y | +398.1% | -19.2% | +417.3% | +396.3% |
| All | +630.5% | +17.1% | +613.5% | +597.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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