+88.6%
AG vs EIX
+6.9%
+81.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.9% |
| 7D | -6.7% | -1.4% | -5.4% | -6.7% |
| 30D | +2.2% | -19.3% | +21.5% | +3.8% |
| 3M | +15.7% | -21.7% | +37.4% | +18.6% |
| 6M | -23.8% | -19.8% | -4.0% | -22.5% |
| YTD | +17.6% | -3.0% | +20.7% | +22.3% |
| 1Y | +88.6% | +5.1% | +83.5% | +96.0% |
| All | +88.6% | +6.9% | +81.7% | +96.0% |
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