+125.0%
AG vs ED
+14.4%
+110.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +1.6% |
| 7D | -0.1% | -0.2% | +0.1% | -0.2% |
| 30D | +12.5% | +1.9% | +10.5% | +13.9% |
| 3M | +28.2% | +1.9% | +26.3% | +30.3% |
| 6M | -18.8% | -2.3% | -16.6% | -17.5% |
| YTD | +27.4% | +10.9% | +16.5% | +32.9% |
| All | +125.0% | +14.4% | +110.6% | +124.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling