+404.3%
AGI vs ALC
-17.4%
+421.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +2.2% | -5.3% | +7.5% | +4.0% |
| 30D | +11.3% | -7.1% | +18.3% | +13.9% |
| 3M | +5.6% | +0.8% | +4.9% | +5.0% |
| 6M | -27.7% | -16.0% | -11.7% | -23.7% |
| YTD | -4.1% | -12.7% | +8.7% | -0.3% |
| 1Y | +13.8% | -12.8% | +26.6% | +17.9% |
| 3Y | +217.0% | -15.8% | +232.9% | +225.0% |
| 5Y | +404.3% | -16.7% | +421.0% | +369.6% |
| All | +404.3% | -17.4% | +421.8% | +369.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling