+337.4%
AGI vs ALM
+2,589.2%
-2,251.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.2% |
| 7D | -2.7% | -11.8% | +9.1% | -1.9% |
| 30D | +7.2% | +7.8% | -0.5% | +6.5% |
| 3M | +4.3% | -9.3% | +13.5% | +4.5% |
| 6M | -27.1% | -30.5% | +3.4% | -26.0% |
| YTD | -6.6% | +75.8% | -82.4% | -10.2% |
| 1Y | +9.5% | +241.2% | -231.7% | +1.3% |
| 3Y | +208.4% | +1,872.6% | -1,664.2% | +160.6% |
| 5Y | +401.6% | +849.6% | -447.9% | +330.8% |
| All | +337.4% | +2,589.2% | -2,251.8% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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