+66.5%
AG vs ECL
+155.8%
-89.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.8% |
| 7D | -5.8% | -2.6% | -3.2% | -4.8% |
| 30D | +6.4% | -4.6% | +10.9% | +8.4% |
| 3M | +28.4% | +6.0% | +22.4% | +25.2% |
| 6M | -24.5% | -3.0% | -21.5% | -23.6% |
| YTD | +21.2% | +4.0% | +17.2% | +19.5% |
| 1Y | +114.1% | +2.0% | +112.1% | +112.5% |
| 3Y | +268.0% | +53.9% | +214.1% | +205.9% |
| 5Y | +67.3% | +27.1% | +40.2% | +46.5% |
| All | +66.5% | +155.8% | -89.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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