+337.4%
AGI vs EAT
+374.9%
-37.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -2.7% | -7.7% | +5.0% | -2.3% |
| 30D | +7.2% | -13.6% | +20.8% | +8.2% |
| 3M | +4.3% | +33.9% | -29.6% | +2.3% |
| 6M | -27.1% | +47.2% | -74.3% | -29.0% |
| YTD | -6.6% | +48.1% | -54.7% | -9.1% |
| 1Y | +9.5% | +33.7% | -24.2% | +7.0% |
| 3Y | +208.4% | +595.8% | -387.3% | +173.5% |
| 5Y | +401.6% | +314.4% | +87.3% | +346.7% |
| All | +337.4% | +374.9% | -37.6% | +249.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling