+398.1%
AGI vs BBWI
-69.5%
+467.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.2% |
| 7D | -5.3% | -8.0% | +2.8% | -4.7% |
| 30D | +6.8% | -6.6% | +13.4% | +7.1% |
| 3M | +8.3% | -2.7% | +11.0% | +8.3% |
| 6M | -29.2% | -12.8% | -16.5% | -28.8% |
| YTD | -7.3% | -10.5% | +3.2% | -7.2% |
| 1Y | +8.0% | -35.3% | +43.4% | +10.0% |
| 3Y | +206.6% | -47.7% | +254.3% | +213.8% |
| 5Y | +398.1% | -68.9% | +467.0% | +406.4% |
| All | +398.1% | -69.5% | +467.6% | +406.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling