+4,206.7%
AGI vs EL
+825.3%
+3,381.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -10.1% | +1.5% | -11.7% | -10.3% |
| 30D | -6.5% | +10.0% | -16.5% | -8.0% |
| 3M | -12.8% | +28.4% | -41.2% | -16.4% |
| 6M | -34.3% | +37.1% | -71.4% | -37.8% |
| YTD | -25.6% | +7.8% | -33.4% | -27.4% |
| 1Y | -14.2% | +26.0% | -40.3% | -18.3% |
| 3Y | +127.3% | +3.8% | +123.5% | +116.4% |
| 5Y | +241.8% | -65.2% | +307.0% | +282.0% |
| 10Y | +381.8% | +62.1% | +319.7% | +293.8% |
| All | +4,206.7% | +825.3% | +3,381.4% | +2,163.2% |
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