+15.1%
EW vs AGI
+214.4%
-199.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -5.1% | +2.2% | -7.3% | -5.4% |
| 30D | -6.4% | +11.3% | -17.6% | -7.7% |
| 3M | -1.6% | +5.6% | -7.2% | -2.5% |
| 6M | +2.3% | -27.7% | +29.9% | +5.9% |
| YTD | +1.1% | -4.1% | +5.2% | +0.6% |
| 1Y | +8.0% | +13.8% | -5.8% | +3.7% |
| All | +15.1% | +214.4% | -199.3% | -12.1% |
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