+337.4%
AGI vs WING
+407.7%
-70.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.0% | -5.3% | 0.0% |
| 7D | -2.7% | +7.2% | -10.0% | -3.5% |
| 30D | +7.2% | +4.8% | +2.5% | +6.4% |
| 3M | +4.3% | -23.7% | +27.9% | +7.3% |
| 6M | -27.1% | -43.6% | +16.5% | -22.6% |
| YTD | -6.6% | -50.6% | +44.0% | +0.2% |
| 1Y | +9.5% | -57.0% | +66.5% | +18.9% |
| 3Y | +208.4% | -28.3% | +236.7% | +199.4% |
| 5Y | +401.6% | -32.4% | +434.0% | +373.5% |
| All | +337.4% | +407.7% | -70.3% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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