+61.6%
AG vs EIX
+19.9%
+41.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -6.7% | -1.4% | -5.4% | -6.4% |
| 30D | +2.2% | -19.3% | +21.5% | +7.6% |
| 3M | +15.7% | -21.7% | +37.4% | +22.7% |
| 6M | -23.8% | -19.8% | -4.0% | -20.1% |
| YTD | +17.6% | -3.0% | +20.7% | +15.0% |
| 1Y | +88.6% | +5.1% | +83.5% | +78.4% |
| 3Y | +253.4% | -7.0% | +260.4% | +244.1% |
| 5Y | +62.4% | +22.0% | +40.4% | +45.3% |
| All | +61.6% | +19.9% | +41.8% | +23.9% |
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