-45.1%
ALB vs AGI
+392.7%
-437.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.2% |
| 7D | -8.6% | +2.2% | -10.8% | -9.2% |
| 30D | -4.0% | +11.3% | -15.3% | -7.1% |
| 3M | -17.4% | +5.6% | -23.0% | -19.3% |
| 6M | -25.4% | -27.7% | +2.3% | -19.9% |
| YTD | -10.5% | -4.1% | -6.4% | -10.9% |
| 1Y | +75.8% | +13.8% | +62.0% | +68.2% |
| 3Y | -28.5% | +217.0% | -245.6% | -48.4% |
| 5Y | -45.1% | +404.3% | -449.4% | -64.6% |
| All | -45.1% | +392.7% | -437.8% | -64.6% |
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 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