+404.3%
AGI vs REPL
-53.9%
+458.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | +2.2% | -9.6% | +11.8% | +2.4% |
| 30D | +11.3% | +5.7% | +5.6% | +11.1% |
| 3M | +5.6% | +56.4% | -50.7% | +3.4% |
| 6M | -27.7% | +67.4% | -95.1% | -31.3% |
| YTD | -4.1% | +48.7% | -52.7% | -8.7% |
| 1Y | +13.8% | +148.3% | -134.5% | +5.4% |
| 3Y | +217.0% | -26.7% | +243.7% | +191.5% |
| 5Y | +404.3% | -54.1% | +458.5% | +352.2% |
| All | +404.3% | -53.9% | +458.2% | +352.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling