+123.4%
FE vs AGI
+389.5%
-266.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.2% | -10.1% | +11.3% | +1.9% |
| 30D | +4.5% | -6.5% | +11.1% | +4.9% |
| 3M | +1.3% | -12.8% | +14.2% | +2.0% |
| 6M | +8.7% | -34.3% | +43.0% | +11.2% |
| YTD | +9.2% | -25.6% | +34.8% | +10.3% |
| 1Y | +7.0% | -14.2% | +21.2% | +6.9% |
| 3Y | +51.4% | +127.3% | -75.9% | +39.8% |
| 5Y | +47.7% | +241.8% | -194.1% | +31.8% |
| All | +123.4% | +389.5% | -266.1% | +92.3% |
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