+2,606.3%
EW vs AG
+294.5%
+2,311.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | +11.0% | +6.3% | +4.7% | +10.6% |
| 30D | +19.1% | -8.9% | +28.0% | +19.6% |
| 3M | +14.4% | -12.2% | +26.6% | +14.9% |
| 6M | +22.8% | -28.3% | +51.1% | +24.4% |
| YTD | +19.8% | -8.8% | +28.6% | +18.9% |
| 1Y | +23.9% | +39.4% | -15.5% | +19.6% |
| 3Y | +52.2% | +229.4% | -177.2% | +36.4% |
| 5Y | -13.9% | +14.5% | -28.5% | -19.4% |
| 10Y | +241.9% | +82.7% | +159.2% | +198.3% |
| All | +2,606.3% | +294.5% | +2,311.8% | +1,804.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling