+74.6%
AG vs ES
+83.1%
-8.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.5% | +2.6% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +12.5% | -1.0% | +13.5% | +12.8% |
| 3M | +28.2% | +1.5% | +26.7% | +27.1% |
| 6M | -18.8% | -3.5% | -15.4% | -18.1% |
| YTD | +27.4% | +7.0% | +20.4% | +23.8% |
| 1Y | +132.2% | +15.3% | +116.9% | +118.7% |
| 3Y | +286.9% | +30.2% | +256.7% | +243.0% |
| 5Y | +72.8% | -4.3% | +77.1% | +69.7% |
| 10Y | +74.6% | +87.5% | -12.9% | +29.8% |
| All | +74.6% | +83.1% | -8.5% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling