+388.8%
AGI vs ES
-2.9%
+391.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +4.4% | +1.4% | +3.0% | +3.9% |
| 30D | +10.0% | -1.2% | +11.1% | +10.3% |
| 3M | +1.7% | +5.0% | -3.3% | -0.4% |
| 6M | -26.8% | -2.8% | -24.0% | -26.3% |
| YTD | -5.3% | +8.6% | -13.9% | -8.6% |
| 1Y | +11.5% | +18.9% | -7.4% | +3.1% |
| 3Y | +212.9% | +32.1% | +180.8% | +170.1% |
| 5Y | +388.8% | -5.1% | +393.8% | +404.2% |
| All | +388.8% | -2.9% | +391.6% | +404.2% |
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