+65.7%
AG vs EIX
+35.3%
+30.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -10.0% | +1.4% | -11.3% | -10.3% |
| 30D | -10.5% | +8.5% | -19.0% | -12.8% |
| 3M | -27.3% | -13.5% | -13.8% | -25.0% |
| 6M | -43.0% | -12.4% | -30.6% | -41.9% |
| YTD | -17.9% | +5.9% | -23.8% | -21.9% |
| 1Y | +11.9% | +7.6% | +4.3% | +5.8% |
| 3Y | +201.8% | +12.8% | +189.0% | +175.2% |
| 5Y | -0.1% | +19.2% | -19.3% | -10.2% |
| All | +65.7% | +35.3% | +30.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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