+131.7%
AG vs ES
+16.6%
+115.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +19.2% | -2.0% | +21.1% | +20.1% |
| 3M | +6.2% | +1.7% | +4.5% | +4.7% |
| 6M | -26.7% | -3.5% | -23.1% | -25.4% |
| YTD | +26.1% | +7.9% | +18.2% | +21.8% |
| 1Y | +131.7% | +17.2% | +114.5% | +85.7% |
| All | +131.7% | +16.6% | +115.1% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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