+71.9%
AG vs ES
+87.3%
-15.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.0% | -5.9% |
| 7D | +6.0% | +0.9% | +5.1% | +5.6% |
| 30D | -13.5% | +5.9% | -19.5% | -15.6% |
| 3M | -20.7% | -1.0% | -19.7% | -20.6% |
| 6M | -31.5% | +7.2% | -38.7% | -33.8% |
| YTD | -10.1% | +7.0% | -17.1% | -12.9% |
| 1Y | +26.0% | +0.5% | +25.6% | +24.4% |
| 3Y | +228.9% | +48.7% | +180.2% | +178.3% |
| 5Y | +8.7% | +1.9% | +6.7% | +4.8% |
| 10Y | +71.9% | +89.2% | -17.3% | +27.3% |
| All | +71.9% | +87.3% | -15.4% | +27.3% |
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