+255.2%
AG vs EIX
+176.9%
+78.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.6% |
| 7D | -10.0% | +1.4% | -11.3% | -10.5% |
| 30D | -10.5% | +8.5% | -19.0% | -13.7% |
| 3M | -27.3% | -13.5% | -13.8% | -24.4% |
| 6M | -43.0% | -12.4% | -30.6% | -41.6% |
| YTD | -17.9% | +5.9% | -23.8% | -23.5% |
| 1Y | +11.9% | +7.6% | +4.3% | +3.5% |
| 3Y | +201.8% | +12.8% | +189.0% | +164.5% |
| 5Y | -0.1% | +19.2% | -19.3% | -15.0% |
| 10Y | +72.7% | +34.9% | +37.9% | +22.4% |
| All | +255.2% | +176.9% | +78.3% | +31.7% |
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