+1,046.8%
AGI vs EFV
+253.2%
+793.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +2.2% | -0.5% | +2.7% | +2.5% |
| 30D | +11.3% | 0.0% | +11.3% | +11.3% |
| 3M | +5.6% | +8.4% | -2.8% | +1.4% |
| 6M | -27.7% | +12.3% | -40.0% | -31.5% |
| YTD | -4.1% | +17.4% | -21.5% | -11.1% |
| 1Y | +13.8% | +27.1% | -13.3% | +1.4% |
| 3Y | +217.0% | +90.7% | +126.3% | +130.3% |
| 5Y | +404.3% | +95.6% | +308.7% | +261.5% |
| 10Y | +400.5% | +165.3% | +235.2% | +199.8% |
| All | +1,046.8% | +253.2% | +793.7% | +403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling