+2.4%
AG vs EAT
+355.7%
-353.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -5.0% |
| 7D | -6.0% | -7.1% | +1.0% | -4.7% |
| 30D | -14.3% | -2.3% | -12.0% | -14.0% |
| 3M | -26.9% | -19.6% | -7.3% | -24.1% |
| 6M | -42.1% | +46.0% | -88.1% | -47.1% |
| YTD | -15.9% | +37.7% | -53.5% | -22.8% |
| 1Y | +11.5% | +73.8% | -62.3% | -2.8% |
| 3Y | +208.0% | +482.1% | -274.1% | +92.3% |
| 5Y | +2.4% | +362.5% | -360.0% | -37.4% |
| All | +2.4% | +355.7% | -353.3% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling