+71.7%
AG vs ES
+82.6%
-10.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.9% |
| 7D | +10.8% | -0.1% | +10.9% | +10.8% |
| 30D | -8.2% | +5.7% | -13.9% | -10.3% |
| 3M | -13.7% | -2.8% | -10.9% | -13.1% |
| 6M | -27.3% | +7.0% | -34.2% | -29.6% |
| YTD | -4.6% | +6.8% | -11.3% | -7.4% |
| 1Y | +39.4% | -0.5% | +39.8% | +38.1% |
| 3Y | +244.1% | +47.2% | +196.9% | +191.9% |
| 5Y | +16.8% | +2.3% | +14.5% | +12.6% |
| 10Y | +71.7% | +85.6% | -14.0% | +26.5% |
| All | +71.7% | +82.6% | -10.9% | +26.5% |
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