+977.1%
BE vs AG
+222.7%
+754.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -4.9% | -3.5% |
| 7D | +23.9% | -0.1% | +24.0% | +23.9% |
| 30D | +27.8% | +12.5% | +15.4% | +22.4% |
| 3M | +3.7% | +28.2% | -24.4% | -4.9% |
| 6M | +78.0% | -18.8% | +96.8% | +86.7% |
| YTD | +209.9% | +27.4% | +182.5% | +177.0% |
| 1Y | +389.6% | +132.2% | +257.4% | +260.3% |
| 3Y | +1,730.6% | +286.9% | +1,443.7% | +945.6% |
| 5Y | +1,227.8% | +72.8% | +1,155.0% | +834.0% |
| All | +977.1% | +222.7% | +754.4% | +559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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