+383.6%
AGI vs BURL
+206.3%
+177.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.3% |
| 7D | +4.4% | -2.6% | +6.9% | +4.5% |
| 30D | +10.0% | -30.8% | +40.7% | +11.5% |
| 3M | +1.7% | -18.7% | +20.4% | +2.4% |
| 6M | -26.8% | -16.4% | -10.4% | -26.4% |
| YTD | -5.3% | -11.6% | +6.2% | -5.1% |
| 1Y | +11.5% | -12.0% | +23.5% | +11.7% |
| 3Y | +212.9% | +63.6% | +149.3% | +207.3% |
| 5Y | +388.8% | -12.6% | +401.4% | +366.8% |
| 10Y | +383.6% | +206.5% | +177.1% | +477.7% |
| All | +383.6% | +206.3% | +177.2% | +477.7% |
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