+851.5%
DE vs AGI
+392.3%
+459.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -2.6% | -2.7% | +0.2% | -2.4% |
| 30D | +9.0% | +7.2% | +1.8% | +8.6% |
| 3M | +19.1% | +4.3% | +14.9% | +18.7% |
| 6M | +14.4% | -27.1% | +41.5% | +15.7% |
| YTD | +45.9% | -6.6% | +52.5% | +45.9% |
| 1Y | +43.6% | +9.5% | +34.1% | +42.4% |
| 3Y | +75.9% | +208.4% | -132.6% | +65.5% |
| 5Y | +98.8% | +401.6% | -302.9% | +83.1% |
| All | +851.5% | +392.3% | +459.1% | +812.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling