+209.3%
AG vs ESI
+80.4%
+129.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.1% | -4.1% |
| 7D | -6.0% | +8.3% | -14.4% | -10.0% |
| 30D | -14.3% | -10.4% | -3.9% | -9.4% |
| 3M | -26.9% | -13.2% | -13.8% | -21.7% |
| 6M | -42.1% | -23.9% | -18.2% | -33.8% |
| YTD | -15.9% | +34.2% | -50.1% | -29.0% |
| 1Y | +11.5% | +22.2% | -10.7% | -1.6% |
| All | +209.3% | +80.4% | +129.0% | +79.7% |
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