+98.2%
DE vs AG
+69.4%
+28.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +11.1% | +12.5% | -1.3% | +9.7% |
| 3M | +17.6% | +28.2% | -10.6% | +14.3% |
| 6M | +13.6% | -18.8% | +32.4% | +14.6% |
| YTD | +46.3% | +27.4% | +18.9% | +40.9% |
| 1Y | +44.2% | +132.2% | -88.0% | +29.6% |
| 3Y | +76.6% | +286.9% | -210.3% | +43.4% |
| 5Y | +98.2% | +72.8% | +25.5% | +75.9% |
| All | +98.2% | +69.4% | +28.9% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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