+445.6%
AG vs EL
+556.3%
-110.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -3.0% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | +19.2% | +19.8% | -0.7% | +12.2% |
| 3M | +6.2% | +25.7% | -19.6% | -1.7% |
| 6M | -26.7% | +5.4% | -32.1% | -28.9% |
| YTD | +26.1% | +0.2% | +25.9% | +23.6% |
| 1Y | +131.7% | +20.4% | +111.2% | +113.3% |
| 3Y | +255.3% | -32.1% | +287.5% | +270.4% |
| 5Y | +61.9% | -67.2% | +129.1% | +114.0% |
| 10Y | +72.0% | +31.7% | +40.3% | +25.2% |
| All | +445.6% | +556.3% | -110.7% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling