+337.4%
AGI vs CPB
-45.3%
+382.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -2.7% | -1.8% | -1.0% | -2.5% |
| 30D | +7.2% | -7.1% | +14.3% | +8.2% |
| 3M | +4.3% | -6.0% | +10.3% | +5.0% |
| 6M | -27.1% | -5.3% | -21.8% | -26.8% |
| YTD | -6.6% | -20.8% | +14.2% | -3.8% |
| 1Y | +9.5% | -33.8% | +43.4% | +15.5% |
| 3Y | +208.4% | -43.7% | +252.2% | +229.7% |
| 5Y | +401.6% | -40.7% | +442.4% | +428.1% |
| All | +337.4% | -45.3% | +382.7% | +455.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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