+26.9%
ED vs AGI
-1.1%
+28.0%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.8% | -7.8% | +3.2% |
| 7D | +5.4% | -5.3% | +10.7% | +5.1% |
| 30D | +16.4% | -7.1% | +23.5% | +16.0% |
| 3M | +11.9% | +4.4% | +7.5% | +12.0% |
| 6M | +11.6% | -23.0% | +34.6% | +11.1% |
| YTD | +24.1% | -22.0% | +46.1% | +24.3% |
| 1Y | +26.9% | +0.3% | +26.6% | +27.7% |
| All | +26.9% | -1.1% | +28.0% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling