+39.7%
EFX vs AGI
+392.3%
-352.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -4.5% | -2.7% | -1.8% | -4.4% |
| 30D | -6.1% | +7.2% | -13.3% | -6.6% |
| 3M | +6.2% | +4.3% | +1.9% | +5.7% |
| 6M | -11.2% | -27.1% | +15.9% | -9.7% |
| YTD | -21.4% | -6.6% | -14.8% | -21.6% |
| 1Y | -34.3% | +9.5% | -43.8% | -35.3% |
| 3Y | -12.5% | +208.4% | -221.0% | -20.6% |
| 5Y | -35.6% | +401.6% | -437.2% | -43.4% |
| All | +39.7% | +392.3% | -352.7% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling