+501.7%
EFA vs AGI
+5,263.7%
-4,762.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | -2.4% | -5.4% | +3.0% | -2.0% |
| 30D | -2.2% | +6.6% | -8.9% | -2.8% |
| 3M | +5.7% | +8.2% | -2.5% | +4.8% |
| 6M | +8.2% | -29.3% | +37.5% | +10.5% |
| YTD | +11.8% | -7.4% | +19.1% | +11.6% |
| 1Y | +18.3% | +7.9% | +10.4% | +16.6% |
| 3Y | +64.9% | +206.2% | -141.3% | +50.2% |
| 5Y | +52.4% | +397.6% | -345.2% | +33.3% |
| 10Y | +142.4% | +383.4% | -241.1% | +103.9% |
| All | +501.7% | +5,263.7% | -4,762.0% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 all: compounded portfolio wealth divided by compounded AGI 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…
all analysis · Full analysis span regression · 6 months rolling