+66.5%
EFA vs AG
+270.9%
-204.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.2% | +4.5% | -3.3% | +0.7% |
| 30D | -0.7% | +12.9% | -13.6% | -2.1% |
| 3M | +6.4% | +20.9% | -14.5% | +3.9% |
| 6M | +11.4% | -19.5% | +30.9% | +12.4% |
| YTD | +14.0% | +24.8% | -10.8% | +9.8% |
| 1Y | +20.2% | +120.2% | -100.0% | +8.8% |
| All | +66.5% | +270.9% | -204.5% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling