+384.7%
AGI vs HIG
+116.1%
+268.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -2.7% | -1.5% | -1.3% | -2.6% |
| 30D | +7.2% | -0.4% | +7.6% | +7.3% |
| 3M | +4.3% | +6.7% | -2.4% | +3.4% |
| 6M | -27.1% | +2.0% | -29.1% | -27.4% |
| YTD | -6.6% | +0.3% | -6.9% | -6.8% |
| 1Y | +9.5% | +4.2% | +5.3% | +8.6% |
| 3Y | +208.4% | +102.2% | +106.2% | +170.0% |
| All | +384.7% | +116.1% | +268.6% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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