+439.9%
AG vs EFV
+161.2%
+278.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.4% |
| 7D | +4.5% | +1.0% | +3.5% | +3.5% |
| 30D | +12.9% | +0.2% | +12.7% | +12.7% |
| 3M | +20.9% | +9.6% | +11.3% | +11.5% |
| 6M | -19.5% | +14.0% | -33.6% | -27.8% |
| YTD | +24.8% | +18.5% | +6.3% | +9.0% |
| 1Y | +120.2% | +27.9% | +92.3% | +80.3% |
| 3Y | +279.0% | +92.4% | +186.6% | +119.4% |
| 5Y | +67.9% | +97.2% | -29.3% | -3.4% |
| 10Y | +57.5% | +163.0% | -105.5% | -31.3% |
| All | +439.9% | +161.2% | +278.7% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling