+86.9%
AG vs ES
+92.3%
-5.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.6% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | -13.1% | +6.7% | -19.8% | -15.4% |
| 3M | -22.0% | +0.3% | -22.4% | -22.4% |
| 6M | -37.3% | +7.4% | -44.7% | -39.3% |
| YTD | -11.2% | +8.4% | -19.6% | -14.3% |
| 1Y | +23.9% | +0.6% | +23.3% | +22.3% |
| 3Y | +225.1% | +50.6% | +174.5% | +174.0% |
| 5Y | +7.7% | +4.8% | +2.9% | +3.1% |
| 10Y | +86.9% | +93.1% | -6.2% | +41.3% |
| All | +86.9% | +92.3% | -5.4% | +41.3% |
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