+337.4%
AGI vs WTW
+198.0%
+139.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.7% | -5.7% | +3.0% | -2.3% |
| 30D | +7.2% | -7.3% | +14.5% | +7.8% |
| 3M | +4.3% | +21.5% | -17.2% | +2.8% |
| 6M | -27.1% | +9.6% | -36.7% | -27.6% |
| YTD | -6.6% | -3.3% | -3.3% | -6.4% |
| 1Y | +9.5% | -6.1% | +15.7% | +10.0% |
| 3Y | +208.4% | +61.8% | +146.6% | +192.7% |
| 5Y | +401.6% | +42.7% | +359.0% | +378.3% |
| All | +337.4% | +198.0% | +139.3% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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