+797.0%
EFX vs AGI
+5,453.2%
-4,656.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -9.4% | +2.2% | -11.6% | -9.5% |
| 30D | -6.9% | +11.3% | -18.2% | -7.3% |
| 3M | +0.1% | +5.6% | -5.5% | -0.2% |
| 6M | -17.3% | -27.7% | +10.3% | -16.4% |
| YTD | -21.8% | -4.1% | -17.7% | -22.0% |
| 1Y | -32.5% | +13.8% | -46.3% | -33.3% |
| 3Y | -12.3% | +217.0% | -229.4% | -17.3% |
| 5Y | -36.6% | +404.3% | -441.0% | -41.5% |
| 10Y | +41.0% | +400.5% | -359.5% | +27.5% |
| All | +797.0% | +5,453.2% | -4,656.1% | +648.0% |
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