+67.9%
AG vs EIX
+28.1%
+39.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.6% | -2.7% |
| 7D | +4.5% | +0.9% | +3.6% | +3.8% |
| 30D | +12.9% | -13.5% | +26.4% | +16.7% |
| 3M | +20.9% | -15.3% | +36.2% | +25.7% |
| 6M | -19.5% | -15.3% | -4.2% | -16.8% |
| YTD | +24.8% | +2.7% | +22.1% | +17.1% |
| 1Y | +120.2% | +17.4% | +102.8% | +91.5% |
| 3Y | +279.0% | -1.3% | +280.3% | +247.8% |
| 5Y | +67.9% | +27.2% | +40.7% | +27.1% |
| All | +67.9% | +28.1% | +39.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling