+1,335.4%
ECL vs AGI
+5,381.0%
-4,045.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -0.8% | +4.4% | -5.1% | -0.9% |
| 30D | -2.5% | +10.0% | -12.4% | -2.9% |
| 3M | +8.3% | +1.7% | +6.6% | +8.1% |
| 6M | -1.1% | -26.8% | +25.7% | -0.2% |
| YTD | +6.5% | -5.3% | +11.8% | +6.4% |
| 1Y | +2.1% | +11.5% | -9.4% | +1.2% |
| 3Y | +57.6% | +212.9% | -155.3% | +50.2% |
| 5Y | +28.1% | +388.8% | -360.7% | +19.8% |
| 10Y | +153.2% | +383.6% | -230.3% | +133.7% |
| All | +1,335.4% | +5,381.0% | -4,045.6% | +1,196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling