+445.6%
AG vs EIX
+156.9%
+288.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | +1.0% | -19.1% | +20.1% | +8.5% |
| 30D | +19.2% | -16.9% | +36.1% | +26.0% |
| 3M | +6.2% | -20.0% | +26.2% | +13.5% |
| 6M | -26.7% | -21.3% | -5.4% | -21.1% |
| YTD | +26.1% | -1.7% | +27.8% | +21.6% |
| 1Y | +131.7% | +9.6% | +122.1% | +110.6% |
| 3Y | +255.3% | -3.7% | +259.0% | +235.8% |
| 5Y | +61.9% | +22.6% | +39.3% | +35.6% |
| 10Y | +72.0% | +17.7% | +54.3% | +31.4% |
| All | +445.6% | +156.9% | +288.7% | +109.3% |
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