+375.0%
AGI vs ES
+98.2%
+276.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -10.1% | +2.7% | -12.8% | -10.8% |
| 30D | -6.5% | +7.6% | -14.1% | -8.7% |
| 3M | -12.8% | +0.5% | -13.3% | -13.1% |
| 6M | -34.3% | +7.6% | -41.9% | -36.0% |
| YTD | -25.6% | +10.2% | -35.8% | -28.0% |
| 1Y | -14.2% | +1.8% | -16.1% | -15.4% |
| 3Y | +127.3% | +55.4% | +71.9% | +94.7% |
| 5Y | +241.8% | +7.3% | +234.4% | +226.4% |
| All | +375.0% | +98.2% | +276.8% | +213.6% |
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