+144.3%
AGI vs ES
+46.6%
+97.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | +13.9% | +0.9% | +13.1% | +13.7% |
| 30D | -6.2% | +5.9% | -12.1% | -7.9% |
| 3M | -6.9% | -1.0% | -5.9% | -6.8% |
| 6M | -28.7% | +7.2% | -35.9% | -30.5% |
| YTD | -19.8% | +7.0% | -26.8% | -21.6% |
| 1Y | -4.8% | +0.5% | -5.3% | -5.8% |
| 3Y | +144.3% | +48.7% | +95.7% | +103.7% |
| All | +144.3% | +46.6% | +97.8% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling