+398.1%
AGI vs EAT
+308.2%
+90.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -5.3% | -6.2% | +0.9% | -4.6% |
| 30D | +6.8% | -3.0% | +9.8% | +7.0% |
| 3M | +8.3% | +45.6% | -37.3% | +3.6% |
| 6M | -29.2% | +53.5% | -82.8% | -32.9% |
| YTD | -7.3% | +49.6% | -56.8% | -11.9% |
| 1Y | +8.0% | +38.9% | -30.9% | +3.2% |
| 3Y | +206.6% | +589.7% | -383.1% | +137.5% |
| 5Y | +398.1% | +318.7% | +79.5% | +254.0% |
| All | +398.1% | +308.2% | +90.0% | +254.0% |
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