+4,543.9%
AGI vs ES
+981.2%
+3,562.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -6.9% | -1.0% | -5.9% | -6.9% |
| 6M | -28.7% | +7.2% | -35.9% | -30.6% |
| YTD | -19.8% | +7.0% | -26.8% | -21.9% |
| 1Y | -4.8% | +0.5% | -5.3% | -5.7% |
| 3Y | +144.3% | +48.7% | +95.7% | +110.0% |
| 5Y | +277.2% | +1.9% | +275.3% | +264.3% |
| 10Y | +365.9% | +89.2% | +276.7% | +250.3% |
| All | +4,543.9% | +981.2% | +3,562.8% | +2,176.4% |
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 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