+140.2%
NI vs AGI
+392.3%
-252.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | 0.0% | -2.7% | +2.8% | +0.2% |
| 30D | -1.4% | +7.2% | -8.6% | -2.0% |
| 3M | -10.6% | +4.3% | -14.8% | -11.1% |
| 6M | -9.3% | -27.1% | +17.8% | -7.6% |
| YTD | +1.1% | -6.6% | +7.7% | +0.7% |
| 1Y | +3.4% | +9.5% | -6.1% | +1.4% |
| 3Y | +67.9% | +208.4% | -140.6% | +51.1% |
| 5Y | +98.0% | +401.6% | -303.7% | +71.4% |
| All | +140.2% | +392.3% | -252.2% | +107.4% |
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