+277.2%
AGI vs ES
+1.9%
+275.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | +13.9% | +0.9% | +13.1% | +13.6% |
| 30D | -6.2% | +5.9% | -12.1% | -8.3% |
| 3M | -6.9% | -1.0% | -5.9% | -6.8% |
| 6M | -28.7% | +7.2% | -35.9% | -30.9% |
| YTD | -19.8% | +7.0% | -26.8% | -22.2% |
| 1Y | -4.8% | +0.5% | -5.3% | -6.0% |
| 3Y | +144.3% | +48.7% | +95.7% | +99.5% |
| 5Y | +277.2% | +1.9% | +275.3% | +283.4% |
| All | +277.2% | +1.9% | +275.3% | +283.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling