+398.1%
AGI vs ES
+94.9%
+303.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.1% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -7.6% | +6.7% | -14.3% | -9.5% |
| 3M | -10.2% | +0.3% | -10.6% | -10.5% |
| 6M | -31.5% | +7.4% | -38.9% | -33.3% |
| YTD | -22.0% | +8.4% | -30.4% | -24.2% |
| 1Y | -7.9% | +0.6% | -8.5% | -8.8% |
| 3Y | +137.6% | +50.6% | +87.0% | +105.5% |
| 5Y | +256.7% | +4.8% | +251.9% | +243.0% |
| All | +398.1% | +94.9% | +303.2% | +230.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling