+208.4%
AGI vs EFV
+90.2%
+118.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.6% |
| 7D | -2.7% | -0.8% | -1.9% | -1.8% |
| 30D | +7.2% | +0.6% | +6.6% | +6.6% |
| 3M | +4.3% | +7.5% | -3.3% | -4.1% |
| 6M | -27.1% | +13.0% | -40.1% | -35.9% |
| YTD | -6.6% | +18.3% | -24.9% | -21.1% |
| 1Y | +9.5% | +26.7% | -17.2% | -13.2% |
| 3Y | +208.4% | +89.6% | +118.9% | +63.6% |
| All | +208.4% | +90.2% | +118.2% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling