+65.7%
AG vs EL
+62.2%
+3.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.7% |
| 7D | -10.0% | +1.5% | -11.5% | -10.3% |
| 30D | -10.5% | +10.0% | -20.5% | -12.8% |
| 3M | -27.3% | +28.4% | -55.7% | -32.3% |
| 6M | -43.0% | +37.1% | -80.0% | -48.0% |
| YTD | -17.9% | +7.8% | -25.7% | -21.0% |
| 1Y | +11.9% | +26.0% | -14.1% | +3.4% |
| 3Y | +201.8% | +3.8% | +198.0% | +180.0% |
| 5Y | -0.1% | -65.2% | +65.1% | +22.2% |
| All | +65.7% | +62.2% | +3.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling