+107.4%
DE vs AG
+4.5%
+102.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +2.3% | -4.0% | +6.3% | +2.6% |
| 30D | +9.3% | -13.1% | +22.4% | +10.6% |
| 3M | +12.2% | -22.0% | +34.2% | +14.3% |
| 6M | +18.1% | -37.3% | +55.3% | +22.1% |
| YTD | +49.8% | -11.2% | +60.9% | +48.8% |
| 1Y | +46.4% | +23.9% | +22.4% | +40.6% |
| 3Y | +92.5% | +225.1% | -132.6% | +58.2% |
| 5Y | +107.4% | +7.7% | +99.6% | +97.1% |
| All | +107.4% | +4.5% | +102.9% | +97.1% |
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