+8.0%
AGI vs ALC
-15.7%
+23.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.9% |
| 7D | -5.3% | -7.7% | +2.4% | -4.2% |
| 30D | +6.8% | -11.7% | +18.4% | +8.6% |
| 3M | +8.3% | +0.7% | +7.6% | +8.1% |
| 6M | -29.2% | -17.1% | -12.2% | -26.0% |
| YTD | -7.3% | -15.1% | +7.9% | -3.6% |
| 1Y | +8.0% | -14.1% | +22.1% | +11.8% |
| All | +8.0% | -15.7% | +23.7% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling