+334.3%
AGI vs ES
+83.3%
+251.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.7% |
| 7D | -5.3% | -3.5% | -1.8% | -4.2% |
| 30D | +6.8% | -3.0% | +9.8% | +7.7% |
| 3M | +8.3% | -0.3% | +8.6% | +8.2% |
| 6M | -29.2% | -5.2% | -24.1% | -28.3% |
| YTD | -7.3% | +4.8% | -12.0% | -8.8% |
| 1Y | +8.0% | +12.7% | -4.7% | +3.4% |
| 3Y | +206.6% | +27.5% | +179.0% | +177.9% |
| 5Y | +398.1% | -4.7% | +402.8% | +391.5% |
| All | +334.3% | +83.3% | +251.0% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ES 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling