+150.3%
AGI vs ESI
+226.4%
-76.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +4.4% | +5.4% | -1.0% | +3.7% |
| 30D | +10.0% | -4.2% | +14.1% | +10.5% |
| 3M | +1.7% | -9.6% | +11.3% | +2.6% |
| 6M | -26.8% | +18.3% | -45.1% | -28.5% |
| YTD | -5.3% | +45.8% | -51.2% | -9.5% |
| 1Y | +11.5% | +39.2% | -27.7% | +6.9% |
| 3Y | +212.9% | +86.3% | +126.7% | +188.8% |
| 5Y | +388.8% | +76.2% | +312.6% | +348.6% |
| 10Y | +383.6% | +306.8% | +76.8% | +290.7% |
| All | +150.3% | +226.4% | -76.1% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling