+144.3%
AGI vs FIVE
+43.9%
+100.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | +13.9% | +7.3% | +6.6% | +13.4% |
| 30D | -6.2% | +18.1% | -24.3% | -7.3% |
| 3M | -6.9% | +7.7% | -14.7% | -7.5% |
| 6M | -28.7% | +13.6% | -42.3% | -29.4% |
| YTD | -19.8% | +34.6% | -54.4% | -21.2% |
| 1Y | -4.8% | +66.2% | -71.1% | -7.4% |
| 3Y | +144.3% | +43.5% | +100.8% | +150.7% |
| All | +144.3% | +43.9% | +100.4% | +150.7% |
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