+46.2%
FE vs AGI
+390.0%
-343.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +0.6% | +4.4% | -3.8% | +0.2% |
| 30D | -2.1% | +10.0% | -12.1% | -3.1% |
| 3M | +2.6% | +1.7% | +0.9% | +2.1% |
| 6M | -6.8% | -26.8% | +20.0% | -4.4% |
| YTD | +6.9% | -5.3% | +12.2% | +6.0% |
| 1Y | +11.6% | +11.5% | +0.1% | +8.0% |
| 3Y | +47.7% | +212.9% | -165.2% | +21.7% |
| 5Y | +46.2% | +388.8% | -342.6% | +11.6% |
| All | +46.2% | +390.0% | -343.8% | +11.6% |
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