+65.7%
AG vs EAT
+320.8%
-255.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -10.0% | -4.0% | -6.0% | -9.3% |
| 30D | -10.5% | -2.9% | -7.6% | -10.1% |
| 3M | -27.3% | -16.9% | -10.4% | -25.3% |
| 6M | -43.0% | +57.0% | -99.9% | -47.7% |
| YTD | -17.9% | +38.2% | -56.1% | -23.6% |
| 1Y | +11.9% | +69.3% | -57.4% | +0.6% |
| 3Y | +201.8% | +483.0% | -281.2% | +114.1% |
| 5Y | -0.1% | +364.1% | -364.2% | -29.1% |
| All | +65.7% | +320.8% | -255.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling