+242.9%
EW vs AG
+74.5%
+168.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.3% |
| 7D | +9.3% | +6.0% | +3.3% | +8.8% |
| 30D | +22.1% | -13.5% | +35.6% | +23.1% |
| 3M | +13.0% | -20.7% | +33.7% | +14.4% |
| 6M | +30.1% | -31.5% | +61.6% | +32.4% |
| YTD | +22.0% | -10.1% | +32.2% | +21.1% |
| 1Y | +23.7% | +26.0% | -2.3% | +19.8% |
| 3Y | +62.0% | +228.9% | -166.9% | +42.6% |
| 5Y | -12.4% | +8.7% | -21.1% | -19.3% |
| All | +242.9% | +74.5% | +168.4% | +205.3% |
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