-14.3%
AGI vs IRE
-97.7%
+83.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -13.5% | +9.3% | -3.2% |
| 7D | -7.5% | +11.1% | -18.6% | -8.7% |
| 30D | -9.9% | -75.2% | +65.3% | -2.3% |
| 3M | -14.2% | -86.4% | +72.2% | -3.5% |
| 6M | -35.2% | -94.8% | +59.6% | -24.0% |
| YTD | -25.2% | -93.3% | +68.0% | -18.9% |
| 1Y | -14.3% | -97.5% | +83.2% | -0.7% |
| All | -14.3% | -97.7% | +83.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling