-14.6%
EW vs AG
+12.9%
-27.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.1% |
| 7D | +11.0% | +6.3% | +4.7% | +10.3% |
| 30D | +19.1% | -8.9% | +28.0% | +20.0% |
| 3M | +14.4% | -12.2% | +26.6% | +15.2% |
| 6M | +22.8% | -28.3% | +51.1% | +25.4% |
| YTD | +19.8% | -8.8% | +28.6% | +18.0% |
| 1Y | +23.9% | +39.4% | -15.5% | +16.2% |
| 3Y | +52.2% | +229.4% | -177.2% | +20.3% |
| All | -14.6% | +12.9% | -27.5% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling