+72.8%
AG vs EL
-68.4%
+141.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +4.9% | +2.9% |
| 7D | -0.1% | -2.4% | +2.3% | +0.5% |
| 30D | +12.5% | +13.7% | -1.2% | +8.1% |
| 3M | +28.2% | +14.5% | +13.7% | +23.0% |
| 6M | -18.8% | +7.4% | -26.2% | -21.5% |
| YTD | +27.4% | -4.7% | +32.1% | +27.1% |
| 1Y | +132.2% | +12.9% | +119.2% | +120.6% |
| 3Y | +286.9% | -32.2% | +319.1% | +312.3% |
| 5Y | +72.8% | -68.4% | +141.2% | +134.9% |
| All | +72.8% | -68.4% | +141.1% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling