+61.6%
AG vs ET
+177.0%
-115.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -6.7% | +0.2% | -7.0% | -6.8% |
| 30D | +2.2% | +2.9% | -0.7% | +1.3% |
| 3M | +15.7% | +16.8% | -1.1% | +10.3% |
| 6M | -23.8% | +18.9% | -42.7% | -28.0% |
| YTD | +17.6% | +37.7% | -20.1% | +6.5% |
| 1Y | +88.6% | +32.4% | +56.2% | +72.6% |
| 3Y | +253.4% | +99.5% | +153.9% | +186.7% |
| 5Y | +62.4% | +244.0% | -181.5% | +14.8% |
| All | +61.6% | +177.0% | -115.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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