+61.6%
AG vs EFV
+169.9%
-108.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -4.1% |
| 7D | -6.7% | -0.8% | -5.9% | -5.9% |
| 30D | +2.2% | +0.6% | +1.5% | +1.5% |
| 3M | +15.7% | +7.5% | +8.2% | +7.2% |
| 6M | -23.8% | +13.0% | -36.8% | -32.2% |
| YTD | +17.6% | +18.3% | -0.7% | +0.7% |
| 1Y | +88.6% | +26.7% | +61.9% | +51.2% |
| 3Y | +253.4% | +89.6% | +163.9% | +95.7% |
| 5Y | +62.4% | +98.2% | -35.8% | -13.4% |
| All | +61.6% | +169.9% | -108.3% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling