+105.0%
ED vs AGI
+388.9%
-283.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | -1.9% | -5.3% | +3.4% | -1.6% |
| 30D | +0.1% | +6.8% | -6.7% | -0.3% |
| 3M | 0.0% | +8.3% | -8.3% | -0.6% |
| 6M | -2.5% | -29.2% | +26.7% | -1.0% |
| YTD | +10.1% | -7.3% | +17.4% | +9.7% |
| 1Y | +13.6% | +8.0% | +5.6% | +11.8% |
| 3Y | +32.4% | +206.6% | -174.1% | +20.9% |
| 5Y | +69.9% | +398.1% | -328.3% | +49.7% |
| All | +105.0% | +388.9% | -283.9% | +78.3% |
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