+3,655.0%
EW vs AGI
+5,459.2%
-1,804.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +1.0% | +18.2% | -17.2% | +0.4% |
| 3M | +2.8% | -4.1% | +6.9% | +2.8% |
| 6M | +5.5% | -28.7% | +34.2% | +6.5% |
| YTD | +5.5% | -4.0% | +9.4% | +5.2% |
| 1Y | +11.0% | +17.4% | -6.4% | +9.9% |
| 3Y | +17.7% | +203.0% | -185.3% | +12.5% |
| 5Y | -25.7% | +376.7% | -402.4% | -30.2% |
| 10Y | +132.8% | +407.5% | -274.7% | +115.9% |
| All | +3,655.0% | +5,459.2% | -1,804.2% | +3,521.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling