+49.5%
EQT vs AG
+73.4%
-23.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.0% |
| 7D | -1.2% | -5.8% | +4.6% | -0.7% |
| 30D | +1.1% | +6.4% | -5.3% | +0.4% |
| 3M | +4.8% | +28.4% | -23.6% | +2.0% |
| 6M | -10.6% | -24.5% | +13.9% | -9.3% |
| YTD | +3.4% | +21.2% | -17.7% | -0.5% |
| 1Y | +8.7% | +114.1% | -105.4% | -1.9% |
| 3Y | +35.0% | +268.0% | -233.1% | +12.2% |
| 5Y | +204.2% | +67.3% | +136.9% | +165.6% |
| All | +49.5% | +73.4% | -23.9% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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