+88.6%
AG vs EL
+12.6%
+76.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | -6.7% | -6.5% | -0.2% | -4.3% |
| 30D | +2.2% | +11.1% | -9.0% | -2.3% |
| 3M | +15.7% | +10.7% | +5.0% | +10.8% |
| 6M | -23.8% | +6.9% | -30.7% | -26.2% |
| YTD | +17.6% | -6.3% | +23.9% | +18.8% |
| 1Y | +88.6% | +13.5% | +75.2% | +73.8% |
| All | +88.6% | +12.6% | +76.0% | +73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling