+66.5%
AG vs ED
+109.0%
-42.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | -5.8% | -1.9% | -3.9% | -5.4% |
| 30D | +6.4% | +0.1% | +6.3% | +6.3% |
| 3M | +28.4% | 0.0% | +28.4% | +28.0% |
| 6M | -24.5% | -2.5% | -22.0% | -24.4% |
| YTD | +21.2% | +10.1% | +11.1% | +17.2% |
| 1Y | +114.1% | +13.6% | +100.5% | +104.8% |
| 3Y | +268.0% | +32.4% | +235.6% | +233.5% |
| 5Y | +67.3% | +69.9% | -2.5% | +46.9% |
| All | +66.5% | +109.0% | -42.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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