+659.7%
ED vs AGI
+5,459.2%
-4,799.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.3% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -0.1% | +18.2% | -18.4% | -0.7% |
| 3M | +3.9% | -4.1% | +8.1% | +3.9% |
| 6M | -3.0% | -28.7% | +25.7% | -2.2% |
| YTD | +10.7% | -4.0% | +14.7% | +10.4% |
| 1Y | +13.3% | +17.4% | -4.1% | +12.1% |
| 3Y | +34.5% | +203.0% | -168.5% | +28.4% |
| 5Y | +67.1% | +376.7% | -309.5% | +56.8% |
| 10Y | +103.0% | +407.5% | -304.4% | +87.1% |
| All | +659.7% | +5,459.2% | -4,799.5% | +529.4% |
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 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