+288.7%
AG vs EIX
+176.9%
+111.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.7% |
| 3M | -20.7% | -9.8% | -10.9% | -19.3% |
| 6M | -31.5% | -10.2% | -21.3% | -30.7% |
| YTD | -10.1% | +5.9% | -16.1% | -16.2% |
| 1Y | +26.0% | +10.9% | +15.1% | +14.8% |
| 3Y | +228.9% | +10.2% | +218.7% | +191.6% |
| 5Y | +8.7% | +17.0% | -8.4% | -6.8% |
| 10Y | +71.9% | +35.1% | +36.8% | +21.7% |
| All | +288.7% | +176.9% | +111.8% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling