+212.9%
AGI vs FIVE
+59.0%
+153.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +4.4% | +3.7% | +0.7% | +4.1% |
| 30D | +10.0% | +4.0% | +6.0% | +9.6% |
| 3M | +1.7% | +36.2% | -34.5% | -0.3% |
| 6M | -26.8% | +18.0% | -44.8% | -27.6% |
| YTD | -5.3% | +34.9% | -40.2% | -7.1% |
| 1Y | +11.5% | +67.9% | -56.4% | +8.2% |
| 3Y | +212.9% | +57.3% | +155.6% | +211.5% |
| All | +212.9% | +59.0% | +153.9% | +211.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling