+66.5%
AG vs EL
+25.3%
+41.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.5% | -4.2% |
| 7D | -5.8% | -4.4% | -1.4% | -4.7% |
| 30D | +6.4% | +10.3% | -3.9% | +3.5% |
| 3M | +28.4% | +13.4% | +15.0% | +24.0% |
| 6M | -24.5% | +3.1% | -27.5% | -25.9% |
| YTD | +21.2% | -6.9% | +28.1% | +21.7% |
| 1Y | +114.1% | +11.9% | +102.2% | +104.9% |
| 3Y | +268.0% | -33.8% | +301.9% | +285.4% |
| 5Y | +67.3% | -69.0% | +136.3% | +111.8% |
| All | +66.5% | +25.3% | +41.2% | +55.8% |
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