+195.6%
EQT vs AA
+1.2%
+194.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.8% |
| 7D | -1.2% | -5.4% | +4.2% | +0.2% |
| 30D | +1.1% | -10.7% | +11.8% | +3.7% |
| 3M | +4.8% | -26.2% | +31.0% | +12.3% |
| 6M | -10.6% | -20.9% | +10.4% | -7.7% |
| YTD | +3.4% | -8.6% | +12.1% | +1.3% |
| 1Y | +8.7% | +57.4% | -48.7% | -10.8% |
| 3Y | +35.0% | +77.8% | -42.9% | -2.5% |
| All | +195.6% | +1.2% | +194.4% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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