+279.0%
AG vs ED
+35.1%
+243.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.1% |
| 7D | +4.5% | +0.5% | +4.0% | +4.5% |
| 30D | +12.9% | +1.1% | +11.8% | +12.8% |
| 3M | +20.9% | +4.6% | +16.3% | +20.4% |
| 6M | -19.5% | -2.0% | -17.6% | -19.2% |
| YTD | +24.8% | +11.7% | +13.1% | +21.6% |
| 1Y | +120.2% | +15.7% | +104.5% | +111.8% |
| 3Y | +279.0% | +34.4% | +244.7% | +218.3% |
| All | +279.0% | +35.1% | +243.9% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling