+121.7%
EW vs AG
+57.4%
+64.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.5% |
| 7D | -4.4% | +4.5% | -8.9% | -4.7% |
| 30D | -3.3% | +12.9% | -16.2% | -4.2% |
| 3M | +1.0% | +20.9% | -19.9% | -0.6% |
| 6M | +6.2% | -19.5% | +25.8% | +7.0% |
| YTD | +1.7% | +24.8% | -23.1% | -1.1% |
| 1Y | +8.1% | +120.2% | -112.1% | +0.2% |
| 3Y | +17.1% | +279.0% | -261.9% | +1.7% |
| 5Y | -29.4% | +67.9% | -97.3% | -36.6% |
| 10Y | +121.7% | +57.5% | +64.2% | +99.1% |
| All | +121.7% | +57.4% | +64.4% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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