+33.4%
AG vs ESI
+27.8%
+5.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.6% | +13.8% | +12.0% |
| 7D | -2.6% | -6.6% | +4.0% | +1.3% |
| 30D | -12.1% | -10.9% | -1.2% | -5.9% |
| 3M | -6.6% | -13.8% | +7.2% | +1.5% |
| 6M | -20.5% | -21.5% | +1.1% | -9.4% |
| YTD | -7.4% | +34.7% | -42.1% | -29.9% |
| 1Y | +33.4% | +24.9% | +8.5% | +7.8% |
| All | +33.4% | +27.8% | +5.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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