+365.9%
AGI vs BURL
+247.8%
+118.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.1% | -5.3% |
| 7D | +13.9% | +5.9% | +8.1% | +13.7% |
| 30D | -6.2% | -8.3% | +2.1% | -5.9% |
| 3M | -6.9% | -31.6% | +24.7% | -5.7% |
| 6M | -28.7% | -16.6% | -12.1% | -28.4% |
| YTD | -19.8% | -12.1% | -7.7% | -19.6% |
| 1Y | -4.8% | -10.0% | +5.2% | -4.7% |
| 3Y | +144.3% | +94.3% | +50.0% | +139.6% |
| 5Y | +277.2% | -13.2% | +290.4% | +259.8% |
| 10Y | +365.9% | +252.5% | +113.3% | +400.5% |
| All | +365.9% | +247.8% | +118.0% | +400.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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