+114.5%
FE vs AGI
+398.0%
-283.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -0.2% | +2.2% | -2.4% | -0.3% |
| 30D | -1.2% | +11.3% | -12.4% | -2.0% |
| 3M | +1.7% | +5.6% | -4.0% | +1.0% |
| 6M | -7.5% | -27.7% | +20.2% | -5.8% |
| YTD | +6.3% | -4.1% | +10.4% | +5.7% |
| 1Y | +10.9% | +13.8% | -2.9% | +8.6% |
| 3Y | +46.9% | +217.0% | -170.1% | +32.3% |
| 5Y | +47.6% | +404.3% | -356.7% | +27.9% |
| 10Y | +114.5% | +400.5% | -286.0% | +83.0% |
| All | +114.5% | +398.0% | -283.5% | +83.0% |
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 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