-2.6%
AGG vs EAT
+313.1%
-315.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | -0.1% |
| 7D | -1.1% | -7.7% | +6.6% | -0.9% |
| 30D | -1.1% | -13.6% | +12.4% | -0.9% |
| 3M | -1.9% | +33.9% | -35.8% | -2.4% |
| 6M | -1.7% | +47.2% | -48.9% | -2.4% |
| YTD | -1.3% | +48.1% | -49.4% | -2.1% |
| 1Y | -0.7% | +33.7% | -34.4% | -1.4% |
| 3Y | +12.5% | +595.8% | -583.3% | +7.1% |
| All | -2.6% | +313.1% | -315.7% | -7.8% |
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