+277.2%
AGI vs FIVE
+18.8%
+258.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | +13.9% | +7.3% | +6.6% | +13.2% |
| 30D | -6.2% | +18.1% | -24.3% | -7.7% |
| 3M | -6.9% | +7.7% | -14.7% | -7.8% |
| 6M | -28.7% | +13.6% | -42.3% | -29.8% |
| YTD | -19.8% | +34.6% | -54.4% | -22.2% |
| 1Y | -4.8% | +66.2% | -71.1% | -9.4% |
| 3Y | +144.3% | +43.5% | +100.8% | +137.6% |
| 5Y | +277.2% | +20.7% | +256.6% | +253.5% |
| All | +277.2% | +18.8% | +258.4% | +253.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling