+9.0%
AG vs EIX
+17.5%
-8.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -5.9% |
| 7D | +6.0% | +1.0% | +5.0% | +5.6% |
| 30D | -13.5% | +8.9% | -22.4% | -16.2% |
| 3M | -20.7% | -9.8% | -10.9% | -19.4% |
| 6M | -31.5% | -10.2% | -21.3% | -30.9% |
| YTD | -10.1% | +5.9% | -16.1% | -16.6% |
| 1Y | +26.0% | +10.9% | +15.1% | +14.3% |
| 3Y | +228.9% | +10.2% | +218.7% | +182.9% |
| All | +9.0% | +17.5% | -8.5% | -8.1% |
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