+4,227.8%
AGI vs ES
+1,004.9%
+3,222.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.0% | -4.4% |
| 7D | -7.5% | -1.1% | -6.4% | -7.2% |
| 30D | -9.9% | +8.2% | -18.1% | -12.3% |
| 3M | -14.2% | +0.6% | -14.8% | -14.5% |
| 6M | -35.2% | +6.0% | -41.2% | -36.7% |
| YTD | -25.2% | +9.3% | -34.6% | -27.7% |
| 1Y | -14.3% | +1.1% | -15.4% | -15.4% |
| 3Y | +127.7% | +51.9% | +75.8% | +94.3% |
| 5Y | +243.4% | +6.5% | +237.0% | +227.2% |
| 10Y | +384.1% | +94.8% | +289.4% | +260.4% |
| All | +4,227.8% | +1,004.9% | +3,222.9% | +2,006.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling