+384.7%
AGI vs DTE
+30.3%
+354.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.3% |
| 7D | -2.7% | -2.6% | -0.2% | -1.6% |
| 30D | +7.2% | -4.4% | +11.6% | +9.4% |
| 3M | +4.3% | -8.3% | +12.6% | +8.3% |
| 6M | -27.1% | -8.1% | -19.0% | -24.6% |
| YTD | -6.6% | +4.4% | -11.0% | -9.5% |
| 1Y | +9.5% | +0.2% | +9.3% | +8.5% |
| 3Y | +208.4% | +42.6% | +165.8% | +151.9% |
| All | +384.7% | +30.3% | +354.4% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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