+67.3%
AG vs EFV
+94.1%
-26.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.4% |
| 7D | -5.8% | -2.0% | -3.8% | -2.7% |
| 30D | +6.4% | -0.2% | +6.5% | +6.7% |
| 3M | +28.4% | +9.1% | +19.2% | +12.5% |
| 6M | -24.5% | +11.7% | -36.2% | -35.2% |
| YTD | +21.2% | +17.0% | +4.1% | -1.7% |
| 1Y | +114.1% | +26.7% | +87.4% | +55.9% |
| 3Y | +268.0% | +90.2% | +177.9% | +56.7% |
| 5Y | +67.3% | +96.1% | -28.8% | -34.3% |
| All | +67.3% | +94.1% | -26.7% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling