+384.7%
AGI vs ESI
+67.8%
+316.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.7% | -4.6% | +1.9% | -1.7% |
| 30D | +7.2% | -10.5% | +17.8% | +9.8% |
| 3M | +4.3% | -19.8% | +24.1% | +8.5% |
| 6M | -27.1% | +5.8% | -32.9% | -28.7% |
| YTD | -6.6% | +38.3% | -44.9% | -12.9% |
| 1Y | +9.5% | +31.5% | -22.0% | +2.8% |
| 3Y | +208.4% | +80.7% | +127.8% | +167.5% |
| All | +384.7% | +67.8% | +316.9% | +309.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling