+152.1%
ECL vs AGI
+388.9%
-236.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | 0.0% |
| 7D | -2.6% | -5.3% | +2.6% | -2.3% |
| 30D | -4.6% | +6.8% | -11.3% | -5.1% |
| 3M | +6.0% | +8.3% | -2.3% | +5.2% |
| 6M | -3.0% | -29.2% | +26.3% | -1.2% |
| YTD | +4.0% | -7.3% | +11.3% | +3.9% |
| 1Y | +2.0% | +8.0% | -6.0% | +0.7% |
| 3Y | +53.9% | +206.6% | -152.6% | +41.4% |
| 5Y | +27.1% | +398.1% | -371.0% | +13.0% |
| All | +152.1% | +388.9% | -236.8% | +127.8% |
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