+35.0%
AGI vs CAI
-9.9%
+44.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -2.7% | -2.9% | +0.2% | -2.3% |
| 30D | +7.2% | +9.3% | -2.1% | +5.8% |
| 3M | +4.3% | +35.2% | -31.0% | -0.3% |
| 6M | -27.1% | +30.7% | -57.8% | -30.8% |
| YTD | -6.6% | -9.8% | +3.2% | -9.2% |
| 1Y | +9.5% | -28.9% | +38.4% | +6.7% |
| All | +35.0% | -9.9% | +44.8% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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