+72.8%
AG vs ESI
+74.4%
-1.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | -0.1% | +3.9% | -4.0% | -2.0% |
| 30D | +12.5% | -3.8% | +16.2% | +14.3% |
| 3M | +28.2% | -13.1% | +41.3% | +35.7% |
| 6M | -18.8% | +11.3% | -30.2% | -23.6% |
| YTD | +27.4% | +44.1% | -16.7% | +7.9% |
| 1Y | +132.2% | +40.3% | +91.8% | +98.5% |
| 3Y | +286.9% | +84.1% | +202.8% | +191.2% |
| 5Y | +72.8% | +75.8% | -3.0% | +23.7% |
| All | +72.8% | +74.4% | -1.7% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling