+131.7%
AG vs ESI
+44.5%
+87.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -3.8% |
| 7D | +1.0% | +3.3% | -2.3% | -1.1% |
| 30D | +19.2% | -5.9% | +25.0% | +23.3% |
| 3M | +6.2% | -14.1% | +20.2% | +14.9% |
| 6M | -26.7% | +6.6% | -33.3% | -32.0% |
| YTD | +26.1% | +45.0% | -18.9% | -3.6% |
| 1Y | +131.7% | +41.5% | +90.2% | +80.8% |
| All | +131.7% | +44.5% | +87.1% | +80.8% |
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