+337.4%
AGI vs SBAC
+87.1%
+250.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -2.7% | -2.1% | -0.6% | -2.3% |
| 30D | +7.2% | +2.0% | +5.2% | +6.8% |
| 3M | +4.3% | -8.3% | +12.6% | +6.0% |
| 6M | -27.1% | +0.3% | -27.4% | -27.9% |
| YTD | -6.6% | -2.2% | -4.4% | -7.3% |
| 1Y | +9.5% | -4.6% | +14.1% | +9.3% |
| 3Y | +208.4% | -8.3% | +216.7% | +208.4% |
| 5Y | +401.6% | -42.8% | +444.5% | +452.3% |
| All | +337.4% | +87.1% | +250.3% | +339.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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