+312.9%
AG vs ECL
+752.1%
-439.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.7% |
| 7D | +10.8% | -0.5% | +11.4% | +11.3% |
| 30D | -8.2% | +8.8% | -17.0% | -11.9% |
| 3M | -13.7% | +7.8% | -21.5% | -17.0% |
| 6M | -27.3% | +21.3% | -48.6% | -34.3% |
| YTD | -4.6% | +17.8% | -22.3% | -12.0% |
| 1Y | +39.4% | +21.1% | +18.3% | +26.9% |
| 3Y | +244.1% | +80.1% | +164.0% | +153.2% |
| 5Y | +16.8% | +40.5% | -23.7% | -4.8% |
| 10Y | +71.7% | +197.7% | -126.1% | -13.0% |
| All | +312.9% | +752.1% | -439.2% | -5.3% |
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