+47.8%
FE vs AGI
+310.5%
-262.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -0.7% |
| 7D | 0.0% | +16.0% | -16.0% | -1.4% |
| 30D | +5.2% | +1.0% | +4.2% | +4.9% |
| 3M | 0.0% | +2.5% | -2.5% | -0.6% |
| 6M | +5.0% | -24.0% | +29.1% | +7.2% |
| YTD | +7.9% | -17.2% | +25.1% | +8.2% |
| 1Y | +6.3% | +4.9% | +1.4% | +3.4% |
| 3Y | +46.0% | +142.6% | -96.6% | +23.1% |
| All | +47.8% | +310.5% | -262.8% | +13.5% |
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