+337.4%
AGI vs INDA
+84.7%
+252.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -2.7% | -2.7% | 0.0% | -1.8% |
| 30D | +7.2% | -2.8% | +10.0% | +8.3% |
| 3M | +4.3% | +1.6% | +2.6% | +3.8% |
| 6M | -27.1% | -1.4% | -25.7% | -26.6% |
| YTD | -6.6% | -10.1% | +3.5% | -3.3% |
| 1Y | +9.5% | -8.8% | +18.3% | +13.0% |
| 3Y | +208.4% | +7.6% | +200.8% | +203.0% |
| 5Y | +401.6% | +5.8% | +395.9% | +392.9% |
| All | +337.4% | +84.7% | +252.7% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling