+445.6%
AG vs ETR
+428.3%
+17.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | +1.0% | +1.4% | -0.4% | +0.3% |
| 30D | +19.2% | +1.0% | +18.2% | +18.5% |
| 3M | +6.2% | -1.3% | +7.4% | +6.4% |
| 6M | -26.7% | +1.9% | -28.6% | -27.9% |
| YTD | +26.1% | +18.2% | +8.0% | +14.9% |
| 1Y | +131.7% | +24.7% | +107.0% | +106.0% |
| 3Y | +255.3% | +150.7% | +104.7% | +113.7% |
| 5Y | +61.9% | +127.0% | -65.1% | +2.0% |
| 10Y | +72.0% | +295.5% | -223.4% | -26.1% |
| All | +445.6% | +428.3% | +17.4% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling