+451.1%
AG vs ET
+1,094.0%
-642.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +12.5% | +5.3% | +7.2% | +10.6% |
| 3M | +28.2% | +15.6% | +12.5% | +22.1% |
| 6M | -18.8% | +20.6% | -39.5% | -23.9% |
| YTD | +27.4% | +38.5% | -11.2% | +14.5% |
| 1Y | +132.2% | +35.7% | +96.5% | +109.9% |
| 3Y | +286.9% | +98.4% | +188.5% | +209.8% |
| 5Y | +72.8% | +245.3% | -172.5% | +17.1% |
| 10Y | +74.6% | +173.7% | -99.1% | +14.7% |
| All | +451.1% | +1,094.0% | -642.9% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling