+120.2%
AG vs ES
+17.8%
+102.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.3% |
| 7D | +4.5% | +1.4% | +3.1% | +3.9% |
| 30D | +12.9% | -1.2% | +14.0% | +13.3% |
| 3M | +20.9% | +5.0% | +16.0% | +17.5% |
| 6M | -19.5% | -2.8% | -16.7% | -18.4% |
| YTD | +24.8% | +8.6% | +16.2% | +20.1% |
| 1Y | +120.2% | +18.9% | +101.3% | +71.6% |
| All | +120.2% | +17.8% | +102.4% | +71.6% |
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