-13.0%
EFX vs AGI
+204.0%
-217.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.3% |
| 7D | -11.1% | -5.3% | -5.9% | -10.7% |
| 30D | -7.4% | +6.8% | -14.1% | -7.9% |
| 3M | +1.5% | +8.3% | -6.8% | +0.7% |
| 6M | -13.7% | -29.2% | +15.5% | -11.5% |
| YTD | -21.9% | -7.3% | -14.6% | -21.7% |
| 1Y | -30.8% | +8.0% | -38.8% | -31.8% |
| All | -13.0% | +204.0% | -217.0% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling