+397.8%
AGI vs SUI
-32.6%
+430.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +4.4% | -3.1% | +7.5% | +5.3% |
| 30D | +10.0% | -2.3% | +12.3% | +10.7% |
| 3M | +1.7% | -2.8% | +4.6% | +2.3% |
| 6M | -26.8% | -12.4% | -14.4% | -24.0% |
| YTD | -5.3% | -3.3% | -2.0% | -4.7% |
| 1Y | +11.5% | -5.8% | +17.3% | +12.9% |
| 3Y | +212.9% | +12.5% | +200.4% | +191.5% |
| All | +397.8% | -32.6% | +430.4% | +421.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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