+114.1%
AG vs EIX
+9.7%
+104.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.8% |
| 7D | -5.8% | +0.8% | -6.6% | -5.8% |
| 30D | +6.4% | -18.8% | +25.2% | +8.3% |
| 3M | +28.4% | -19.7% | +48.1% | +31.4% |
| 6M | -24.5% | -18.2% | -6.2% | -23.3% |
| YTD | +21.2% | -1.7% | +22.9% | +25.0% |
| 1Y | +114.1% | +7.8% | +106.3% | +121.8% |
| All | +114.1% | +9.7% | +104.4% | +121.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling