+333.9%
AGI vs FIVE
+483.6%
-149.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.3% |
| 7D | -5.4% | +0.6% | -5.9% | -5.4% |
| 30D | +6.6% | +3.0% | +3.6% | +6.4% |
| 3M | +8.2% | +23.2% | -15.0% | +6.6% |
| 6M | -29.3% | +9.2% | -38.5% | -29.9% |
| YTD | -7.4% | +28.1% | -35.5% | -9.1% |
| 1Y | +7.9% | +65.3% | -57.3% | +4.2% |
| 3Y | +206.2% | +49.4% | +156.8% | +194.0% |
| 5Y | +397.6% | +29.5% | +368.1% | +376.1% |
| All | +333.9% | +483.6% | -149.8% | +317.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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