+60.9%
AG vs DTE
+32.0%
+28.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.1% |
| 7D | -5.8% | -2.0% | -3.8% | -4.7% |
| 30D | +6.4% | -2.4% | +8.8% | +7.8% |
| 3M | +28.4% | -7.3% | +35.7% | +33.5% |
| 6M | -24.5% | -7.6% | -16.8% | -21.7% |
| YTD | +21.2% | +5.8% | +15.4% | +15.0% |
| 1Y | +114.1% | +2.3% | +111.8% | +107.7% |
| 3Y | +268.0% | +45.0% | +223.0% | +180.2% |
| All | +60.9% | +32.0% | +28.9% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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