+591.8%
AGI vs REPL
-17.3%
+609.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.4% | +5.1% | -3.1% |
| 7D | -5.3% | -13.4% | +8.2% | -4.9% |
| 30D | +6.8% | -3.0% | +9.8% | +6.8% |
| 3M | +8.3% | +56.3% | -48.0% | +5.4% |
| 6M | -29.2% | +60.9% | -90.1% | -33.3% |
| YTD | -7.3% | +36.2% | -43.5% | -12.2% |
| 1Y | +8.0% | +121.0% | -113.0% | -0.9% |
| 3Y | +206.6% | -32.8% | +239.4% | +175.1% |
| 5Y | +398.1% | -58.7% | +456.8% | +349.7% |
| All | +591.8% | -17.3% | +609.1% | +462.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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