+97.6%
AGG vs EAT
+1,345.8%
-1,248.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.2% |
| 7D | -0.2% | -6.8% | +6.6% | -0.1% |
| 30D | -0.2% | -5.4% | +5.1% | -0.2% |
| 3M | -0.7% | +42.8% | -43.5% | -0.9% |
| 6M | -1.8% | +56.5% | -58.3% | -2.0% |
| YTD | -0.6% | +50.0% | -50.6% | -0.8% |
| 1Y | +0.4% | +38.3% | -37.9% | +0.1% |
| 3Y | +13.2% | +591.6% | -578.5% | +11.8% |
| 5Y | -2.0% | +312.6% | -314.6% | -3.1% |
| 10Y | +15.1% | +381.4% | -366.4% | +12.1% |
| All | +97.6% | +1,345.8% | -1,248.2% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling