+279.0%
AG vs ESI
+82.9%
+196.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | +4.5% | +5.4% | -0.9% | +1.5% |
| 30D | +12.9% | -4.2% | +17.1% | +15.2% |
| 3M | +20.9% | -9.6% | +30.6% | +26.0% |
| 6M | -19.5% | +18.3% | -37.9% | -27.8% |
| YTD | +24.8% | +45.8% | -21.0% | +1.9% |
| 1Y | +120.2% | +39.2% | +81.1% | +83.4% |
| 3Y | +279.0% | +86.3% | +192.7% | +162.5% |
| All | +279.0% | +82.9% | +196.1% | +162.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling