+206.0%
AGI vs ESI
+73.2%
+132.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.4% |
| 7D | -5.4% | -2.3% | -3.0% | -4.9% |
| 30D | +6.6% | -9.0% | +15.7% | +8.9% |
| 3M | +8.2% | -13.3% | +21.4% | +10.5% |
| 6M | -29.3% | +5.3% | -34.6% | -30.9% |
| YTD | -7.4% | +37.6% | -45.0% | -13.3% |
| 1Y | +7.9% | +33.6% | -25.7% | +1.2% |
| All | +206.0% | +73.2% | +132.8% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling