+445.6%
AG vs ED
+409.0%
+36.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +19.2% | -0.1% | +19.3% | +19.1% |
| 3M | +6.2% | +3.9% | +2.2% | +3.9% |
| 6M | -26.7% | -3.0% | -23.6% | -26.4% |
| YTD | +26.1% | +10.7% | +15.4% | +19.4% |
| 1Y | +131.7% | +13.3% | +118.3% | +116.4% |
| 3Y | +255.3% | +34.5% | +220.8% | +203.6% |
| 5Y | +61.9% | +67.1% | -5.2% | +27.3% |
| 10Y | +72.0% | +103.0% | -31.0% | +12.2% |
| All | +445.6% | +409.0% | +36.6% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling