+173.8%
ET vs AGI
+392.3%
-218.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +0.2% | -2.7% | +3.0% | +0.4% |
| 30D | +2.9% | +7.2% | -4.4% | +2.3% |
| 3M | +16.8% | +4.3% | +12.5% | +16.2% |
| 6M | +18.9% | -27.1% | +46.0% | +20.8% |
| YTD | +37.7% | -6.6% | +44.3% | +37.1% |
| 1Y | +32.4% | +9.5% | +22.9% | +30.0% |
| 3Y | +99.5% | +208.4% | -109.0% | +80.6% |
| 5Y | +244.0% | +401.6% | -157.7% | +199.9% |
| All | +173.8% | +392.3% | -218.6% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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