+337.4%
AGI vs BBWI
-55.0%
+392.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +0.7% |
| 7D | -2.7% | -4.8% | +2.1% | -2.7% |
| 30D | +7.2% | +3.5% | +3.8% | +7.2% |
| 3M | +4.3% | -0.3% | +4.6% | +4.3% |
| 6M | -27.1% | -5.4% | -21.7% | -27.1% |
| YTD | -6.6% | -4.7% | -1.9% | -6.6% |
| 1Y | +9.5% | -30.5% | +40.0% | +9.3% |
| 3Y | +208.4% | -44.3% | +252.8% | +208.5% |
| 5Y | +401.6% | -66.9% | +468.5% | +393.0% |
| All | +337.4% | -55.0% | +392.3% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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