+65.9%
EW vs AGI
+127.5%
-61.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +4.9% | -10.1% | +15.0% | +6.1% |
| 30D | +23.9% | -6.5% | +30.5% | +24.5% |
| 3M | +15.8% | -12.8% | +28.6% | +16.9% |
| 6M | +31.7% | -34.3% | +66.0% | +37.1% |
| YTD | +25.7% | -25.6% | +51.3% | +28.3% |
| 1Y | +24.4% | -14.2% | +38.7% | +24.2% |
| 3Y | +65.9% | +127.3% | -61.4% | +34.2% |
| All | +65.9% | +127.5% | -61.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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