+72.8%
AG vs ED
+66.4%
+6.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +12.5% | +1.9% | +10.5% | +11.7% |
| 3M | +28.2% | +1.9% | +26.3% | +26.8% |
| 6M | -18.8% | -2.3% | -16.6% | -18.7% |
| YTD | +27.4% | +10.9% | +16.5% | +20.1% |
| 1Y | +132.2% | +14.5% | +117.7% | +114.5% |
| 3Y | +286.9% | +33.4% | +253.5% | +213.9% |
| 5Y | +72.8% | +67.3% | +5.5% | +35.8% |
| All | +72.8% | +66.4% | +6.4% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling