+415.2%
AGI vs GEN
+20.6%
+394.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +2.2% | -2.9% | +5.1% | +2.7% |
| 30D | +11.3% | +2.1% | +9.2% | +10.9% |
| 3M | +5.6% | +19.7% | -14.1% | +2.5% |
| 6M | -27.7% | +33.3% | -60.9% | -31.2% |
| YTD | -4.1% | +11.1% | -15.2% | -6.4% |
| 1Y | +13.8% | +3.0% | +10.8% | +12.2% |
| 3Y | +217.0% | +57.9% | +159.2% | +190.0% |
| All | +415.2% | +20.6% | +394.6% | +348.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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