+0.3%
AGI vs EAT
+109.8%
-109.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.3% | +4.5% | +9.6% |
| 7D | -5.3% | -0.1% | -5.1% | -5.3% |
| 30D | -7.1% | +13.5% | -20.7% | -9.1% |
| 3M | +4.4% | +1.0% | +3.4% | +3.7% |
| 6M | -23.0% | +57.3% | -80.3% | -29.5% |
| YTD | -22.0% | +53.6% | -75.6% | -27.4% |
| 1Y | +0.3% | +110.8% | -110.5% | -14.3% |
| All | +0.3% | +109.8% | -109.6% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling