+100.7%
ET vs AGI
+214.4%
-113.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +0.6% | +2.2% | -1.6% | +0.5% |
| 30D | +5.3% | +11.3% | -6.0% | +4.6% |
| 3M | +15.6% | +5.6% | +10.0% | +15.1% |
| 6M | +20.6% | -27.7% | +48.3% | +23.6% |
| YTD | +38.5% | -4.1% | +42.6% | +37.3% |
| 1Y | +35.7% | +13.8% | +21.9% | +31.6% |
| All | +100.7% | +214.4% | -113.7% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling