+1,500.4%
ECL vs AGI
+4,206.7%
-2,706.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +2.9% | -10.1% | +13.0% | +3.3% |
| 30D | +7.5% | -6.5% | +14.0% | +7.7% |
| 3M | +12.2% | -12.8% | +25.1% | +12.7% |
| 6M | +24.6% | -34.3% | +58.9% | +26.2% |
| YTD | +18.8% | -25.6% | +44.4% | +19.5% |
| 1Y | +19.3% | -14.2% | +33.6% | +19.5% |
| 3Y | +78.2% | +127.3% | -49.1% | +71.7% |
| 5Y | +38.8% | +241.8% | -203.0% | +31.4% |
| 10Y | +197.8% | +381.8% | -183.9% | +175.7% |
| All | +1,500.4% | +4,206.7% | -2,706.3% | +1,356.9% |
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