+53.7%
EFA vs AG
+72.8%
-19.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -1.3% | +12.5% | -13.8% | -2.8% |
| 3M | +5.2% | +28.2% | -23.0% | +1.7% |
| 6M | +9.4% | -18.8% | +28.2% | +10.6% |
| YTD | +12.7% | +27.4% | -14.7% | +7.5% |
| 1Y | +19.3% | +132.2% | -112.9% | +4.9% |
| 3Y | +66.3% | +286.9% | -220.5% | +31.6% |
| All | +53.7% | +72.8% | -19.1% | +29.4% |
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 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