+19.8%
BIL vs AG
+12.9%
+6.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -0.3% | +6.3% | -6.6% | -0.3% |
| 30D | 0.0% | -8.9% | +8.9% | 0.0% |
| 3M | +0.6% | -12.2% | +12.8% | +0.6% |
| 6M | +1.5% | -28.3% | +29.8% | +1.5% |
| YTD | +2.8% | -8.8% | +11.6% | +2.8% |
| 1Y | +3.3% | +39.4% | -36.0% | +3.3% |
| 3Y | +13.5% | +229.4% | -215.9% | +13.5% |
| All | +19.8% | +12.9% | +6.8% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling