+10.8%
EW vs AG
+119.5%
-108.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.5% | +0.8% |
| 7D | -3.4% | -5.8% | +2.4% | -3.2% |
| 30D | -7.4% | +6.4% | -13.7% | -7.6% |
| 3M | +0.9% | +28.4% | -27.4% | 0.0% |
| 6M | +1.2% | -24.5% | +25.6% | +1.5% |
| YTD | +1.8% | +21.2% | -19.4% | +3.3% |
| 1Y | +10.8% | +114.1% | -103.3% | +14.5% |
| All | +10.8% | +119.5% | -108.6% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling