+13.8%
AGI vs FIVE
+64.7%
-51.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.1% | +1.8% |
| 7D | +2.2% | +1.7% | +0.6% | +1.8% |
| 30D | +11.3% | +5.0% | +6.3% | +10.0% |
| 3M | +5.6% | +29.5% | -23.9% | +0.1% |
| 6M | -27.7% | +12.4% | -40.1% | -29.1% |
| YTD | -4.1% | +31.2% | -35.3% | -10.3% |
| 1Y | +13.8% | +72.9% | -59.1% | -2.4% |
| All | +13.8% | +64.7% | -51.0% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling