+76.9%
AG vs ESI
+224.6%
-147.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.8% |
| 7D | +1.0% | +3.3% | -2.3% | 0.0% |
| 30D | +19.2% | -5.9% | +25.0% | +21.2% |
| 3M | +6.2% | -14.1% | +20.2% | +10.8% |
| 6M | -26.7% | +6.6% | -33.3% | -28.3% |
| YTD | +26.1% | +45.0% | -18.9% | +13.8% |
| 1Y | +131.7% | +41.5% | +90.2% | +110.4% |
| 3Y | +255.3% | +78.8% | +176.6% | +201.0% |
| 5Y | +61.9% | +70.9% | -8.9% | +36.0% |
| 10Y | +72.0% | +317.1% | -245.0% | +8.9% |
| All | +76.9% | +224.6% | -147.7% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling