+86.9%
AG vs ED
+141.1%
-54.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.0% | -0.9% | -3.1% | -3.9% |
| 30D | -13.1% | +11.2% | -24.3% | -15.2% |
| 3M | -22.0% | +11.8% | -33.8% | -24.1% |
| 6M | -37.3% | +14.1% | -51.3% | -39.4% |
| YTD | -11.2% | +23.0% | -34.1% | -16.3% |
| 1Y | +23.9% | +23.7% | +0.3% | +16.4% |
| 3Y | +225.1% | +47.7% | +177.4% | +187.4% |
| 5Y | +7.7% | +82.6% | -74.9% | -7.2% |
| 10Y | +86.9% | +141.8% | -54.9% | +33.7% |
| All | +86.9% | +141.1% | -54.2% | +33.7% |
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