+49.6%
EFA vs AG
+3.1%
+46.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | 0.0% |
| 7D | +1.3% | -6.0% | +7.3% | +2.0% |
| 30D | +0.5% | -14.3% | +14.9% | +2.2% |
| 3M | -4.1% | -26.9% | +22.8% | -1.1% |
| 6M | +2.4% | -42.1% | +44.6% | +7.9% |
| YTD | +10.0% | -15.9% | +25.9% | +9.7% |
| 1Y | +11.4% | +11.5% | -0.1% | +7.2% |
| 3Y | +65.4% | +208.0% | -142.6% | +34.1% |
| 5Y | +49.6% | +2.4% | +47.2% | +38.7% |
| All | +49.6% | +3.1% | +46.5% | +38.7% |
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