+66.5%
AG vs ETR
+298.4%
-231.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -4.3% |
| 7D | -5.8% | -1.9% | -3.9% | -5.0% |
| 30D | +6.4% | -0.2% | +6.6% | +6.4% |
| 3M | +28.4% | -3.7% | +32.1% | +30.2% |
| 6M | -24.5% | +2.1% | -26.5% | -25.6% |
| YTD | +21.2% | +16.5% | +4.7% | +13.0% |
| 1Y | +114.1% | +22.5% | +91.6% | +96.2% |
| 3Y | +268.0% | +144.7% | +123.4% | +147.6% |
| 5Y | +67.3% | +125.2% | -57.9% | +16.8% |
| All | +66.5% | +298.4% | -231.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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