+88.6%
AG vs ESI
+34.2%
+54.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.2% |
| 7D | -6.7% | -4.6% | -2.1% | -4.0% |
| 30D | +2.2% | -10.5% | +12.7% | +9.1% |
| 3M | +15.7% | -19.8% | +35.5% | +30.2% |
| 6M | -23.8% | +5.8% | -29.6% | -29.2% |
| YTD | +17.6% | +38.3% | -20.7% | -6.0% |
| 1Y | +88.6% | +31.5% | +57.1% | +52.8% |
| All | +88.6% | +34.2% | +54.5% | +52.8% |
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