+264.0%
AG vs ED
+466.2%
-202.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | -6.0% | -1.7% | -4.3% | -5.5% |
| 30D | -14.3% | +10.7% | -25.0% | -17.8% |
| 3M | -26.9% | +11.6% | -38.6% | -30.1% |
| 6M | -42.1% | +13.5% | -55.6% | -45.4% |
| YTD | -15.9% | +23.1% | -39.0% | -23.7% |
| 1Y | +11.5% | +23.1% | -11.6% | +0.9% |
| 3Y | +208.0% | +47.9% | +160.0% | +153.7% |
| 5Y | +2.4% | +83.9% | -81.5% | -22.4% |
| 10Y | +77.0% | +142.1% | -65.1% | +6.1% |
| All | +264.0% | +466.2% | -202.2% | +23.6% |
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