+78.2%
ECL vs AGI
+127.5%
-49.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +2.9% | -10.1% | +13.0% | +3.7% |
| 30D | +7.5% | -6.5% | +14.0% | +7.8% |
| 3M | +12.2% | -12.8% | +25.1% | +13.0% |
| 6M | +24.6% | -34.3% | +58.9% | +28.0% |
| YTD | +18.8% | -25.6% | +44.4% | +20.8% |
| 1Y | +19.3% | -14.2% | +33.6% | +20.2% |
| 3Y | +78.2% | +127.3% | -49.1% | +66.4% |
| All | +78.2% | +127.5% | -49.3% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling