+61.6%
AG vs ESI
+312.8%
-251.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | -6.7% | -4.6% | -2.1% | -5.3% |
| 30D | +2.2% | -10.5% | +12.7% | +5.8% |
| 3M | +15.7% | -19.8% | +35.5% | +23.6% |
| 6M | -23.8% | +5.8% | -29.6% | -25.2% |
| YTD | +17.6% | +38.3% | -20.7% | +7.4% |
| 1Y | +88.6% | +31.5% | +57.1% | +74.5% |
| 3Y | +253.4% | +80.7% | +172.7% | +199.3% |
| 5Y | +62.4% | +69.4% | -7.0% | +36.6% |
| All | +61.6% | +312.8% | -251.1% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling