+445.6%
AG vs ECL
+673.8%
-228.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +1.0% | -2.6% | +3.6% | +2.3% |
| 30D | +19.2% | -2.2% | +21.3% | +20.4% |
| 3M | +6.2% | +10.1% | -4.0% | +0.9% |
| 6M | -26.7% | -5.7% | -20.9% | -24.6% |
| YTD | +26.1% | +7.0% | +19.2% | +22.1% |
| 1Y | +131.7% | +2.7% | +129.0% | +128.6% |
| 3Y | +255.3% | +57.7% | +197.6% | +178.3% |
| 5Y | +61.9% | +31.1% | +30.8% | +36.3% |
| 10Y | +72.0% | +150.9% | -78.8% | -4.3% |
| All | +445.6% | +673.8% | -228.1% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling