+337.4%
AGI vs NWSA
+149.4%
+188.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.7% | -2.8% | +0.1% | -2.4% |
| 30D | +7.2% | +3.0% | +4.2% | +6.8% |
| 3M | +4.3% | +12.3% | -8.1% | +2.6% |
| 6M | -27.1% | +21.9% | -49.0% | -29.1% |
| YTD | -6.6% | +13.6% | -20.2% | -8.5% |
| 1Y | +9.5% | +0.5% | +9.0% | +8.9% |
| 3Y | +208.4% | +43.8% | +164.7% | +191.3% |
| 5Y | +401.6% | +41.2% | +360.5% | +365.8% |
| All | +337.4% | +149.4% | +188.0% | +309.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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