+5,381.0%
AGI vs EL
+742.0%
+4,639.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | +4.4% | +1.7% | +2.7% | +4.1% |
| 30D | +10.0% | +15.5% | -5.5% | +7.4% |
| 3M | +1.7% | +20.6% | -18.8% | -1.3% |
| 6M | -26.8% | +10.5% | -37.3% | -28.4% |
| YTD | -5.3% | -1.9% | -3.4% | -6.0% |
| 1Y | +11.5% | +16.1% | -4.6% | +7.6% |
| 3Y | +212.9% | -30.2% | +243.2% | +217.0% |
| 5Y | +388.8% | -67.4% | +456.2% | +452.3% |
| 10Y | +383.6% | +31.2% | +352.3% | +311.4% |
| All | +5,381.0% | +742.0% | +4,639.0% | +2,828.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling