-29.4%
EW vs AGI
+392.7%
-422.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -5.1% | +2.2% | -7.3% | -5.4% |
| 30D | -6.4% | +11.3% | -17.6% | -7.9% |
| 3M | -1.6% | +5.6% | -7.2% | -2.8% |
| 6M | +2.3% | -27.7% | +29.9% | +6.3% |
| YTD | +1.1% | -4.1% | +5.2% | +0.1% |
| 1Y | +8.0% | +13.8% | -5.8% | +3.1% |
| 3Y | +16.3% | +217.0% | -200.7% | -10.0% |
| 5Y | -29.4% | +404.3% | -433.7% | -50.2% |
| All | -29.4% | +392.7% | -422.1% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling