+5,459.2%
AGI vs ES
+990.5%
+4,468.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +18.2% | -2.0% | +20.2% | +18.9% |
| 3M | -4.1% | +1.7% | -5.8% | -4.9% |
| 6M | -28.7% | -3.5% | -25.2% | -28.1% |
| YTD | -4.0% | +7.9% | -11.9% | -6.6% |
| 1Y | +17.4% | +17.2% | +0.3% | +10.7% |
| 3Y | +203.0% | +29.3% | +173.7% | +172.6% |
| 5Y | +376.7% | -5.7% | +382.4% | +372.2% |
| 10Y | +407.5% | +85.2% | +322.3% | +285.5% |
| All | +5,459.2% | +990.5% | +4,468.7% | +2,621.7% |
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 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