+451.1%
AG vs DTE
+639.0%
-187.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +2.9% | +2.6% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +12.5% | -0.5% | +13.0% | +12.7% |
| 3M | +28.2% | -6.0% | +34.2% | +32.2% |
| 6M | -18.8% | -7.2% | -11.6% | -16.2% |
| YTD | +27.4% | +7.2% | +20.2% | +21.0% |
| 1Y | +132.2% | +4.1% | +128.1% | +124.4% |
| 3Y | +286.9% | +46.9% | +240.0% | +204.2% |
| 5Y | +72.8% | +32.9% | +39.9% | +43.1% |
| 10Y | +74.6% | +144.5% | -69.9% | -9.5% |
| All | +451.1% | +639.0% | -187.9% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling