+53.1%
AIG vs AGI
+400.3%
-347.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -1.2% | -2.7% | +1.6% | -1.1% |
| 30D | -1.1% | +7.2% | -8.3% | -1.4% |
| 3M | +0.7% | +4.3% | -3.6% | +0.4% |
| 6M | -2.2% | -27.1% | +24.9% | -1.0% |
| YTD | -10.8% | -6.6% | -4.2% | -11.1% |
| 1Y | -2.0% | +9.5% | -11.5% | -3.5% |
| 3Y | +34.8% | +208.4% | -173.6% | +22.3% |
| All | +53.1% | +400.3% | -347.2% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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