+80.2%
ALB vs AGI
+388.9%
-308.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.6% |
| 7D | -7.6% | -5.3% | -2.3% | -6.9% |
| 30D | -5.6% | +6.8% | -12.4% | -6.6% |
| 3M | -16.8% | +8.3% | -25.2% | -18.1% |
| 6M | -26.3% | -29.2% | +2.9% | -23.5% |
| YTD | -13.2% | -7.3% | -6.0% | -12.8% |
| 1Y | +68.8% | +8.0% | +60.8% | +66.8% |
| 3Y | -30.7% | +206.6% | -237.2% | -38.9% |
| 5Y | -46.3% | +398.1% | -444.4% | -54.7% |
| All | +80.2% | +388.9% | -308.7% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling