+294.5%
AG vs ES
+410.4%
-115.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +3.2% |
| 7D | +6.3% | +1.9% | +4.4% | +5.3% |
| 30D | -8.9% | +7.1% | -16.0% | -12.3% |
| 3M | -12.2% | -1.9% | -10.3% | -11.8% |
| 6M | -28.3% | +4.4% | -32.7% | -30.5% |
| YTD | -8.8% | +7.3% | -16.1% | -12.7% |
| 1Y | +39.4% | +2.1% | +37.2% | +35.8% |
| 3Y | +229.4% | +41.8% | +187.6% | +167.8% |
| 5Y | +14.5% | +1.4% | +13.1% | +9.4% |
| 10Y | +82.7% | +86.8% | -4.0% | +10.7% |
| All | +294.5% | +410.4% | -115.9% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling