+3,014.5%
EQT vs AA
+301.2%
+2,713.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | +1.0% | -1.6% | +2.6% | +1.1% |
| 3M | +4.0% | -29.8% | +33.8% | +13.9% |
| 6M | -11.7% | -16.6% | +4.9% | -9.7% |
| YTD | +2.8% | -4.0% | +6.9% | -0.3% |
| 1Y | +10.0% | +63.5% | -53.5% | -10.4% |
| 3Y | +34.1% | +86.8% | -52.6% | -2.5% |
| 5Y | +195.3% | +12.4% | +182.9% | +137.0% |
| 10Y | +51.6% | +132.3% | -80.8% | -17.3% |
| All | +3,014.5% | +301.2% | +2,713.4% | +1,391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling