+279.0%
AG vs EL
-30.9%
+309.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.5% |
| 7D | +4.5% | +1.7% | +2.8% | +4.0% |
| 30D | +12.9% | +15.5% | -2.6% | +8.9% |
| 3M | +20.9% | +20.6% | +0.4% | +15.6% |
| 6M | -19.5% | +10.5% | -30.0% | -22.2% |
| YTD | +24.8% | -1.9% | +26.7% | +23.8% |
| 1Y | +120.2% | +16.1% | +104.2% | +111.5% |
| 3Y | +279.0% | -30.2% | +309.2% | +338.2% |
| All | +279.0% | -30.9% | +309.9% | +338.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling