+65.9%
EW vs AG
+195.3%
-129.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | +4.9% | -10.0% | +14.9% | +5.6% |
| 30D | +23.9% | -10.5% | +34.4% | +24.7% |
| 3M | +15.8% | -27.3% | +43.0% | +17.8% |
| 6M | +31.7% | -43.0% | +74.6% | +35.7% |
| YTD | +25.7% | -17.9% | +43.6% | +25.7% |
| 1Y | +24.4% | +11.9% | +12.5% | +21.5% |
| 3Y | +65.9% | +201.8% | -135.9% | +45.7% |
| All | +65.9% | +195.3% | -129.5% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling