-37.3%
AG vs ED
+13.3%
-50.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.2% |
| 7D | -4.0% | -0.9% | -3.1% | -4.5% |
| 30D | -13.1% | +11.2% | -24.3% | -5.5% |
| 3M | -22.0% | +11.8% | -33.8% | -15.6% |
| 6M | -37.3% | +14.1% | -51.3% | -27.2% |
| All | -37.3% | +13.3% | -50.6% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling