+0.3%
AGI vs EL
+25.6%
-25.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.3% | +4.5% | +9.1% |
| 7D | -5.3% | +2.5% | -7.8% | -5.9% |
| 30D | -7.1% | +20.1% | -27.2% | -11.6% |
| 3M | +4.4% | +29.3% | -24.8% | -2.6% |
| 6M | -23.0% | +38.8% | -61.8% | -29.4% |
| YTD | -22.0% | +8.1% | -30.1% | -24.1% |
| 1Y | +0.3% | +22.3% | -22.1% | -5.8% |
| All | +0.3% | +25.6% | -25.3% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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