+210.6%
ET vs AGI
+243.7%
-33.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +2.5% | -10.1% | +12.7% | +3.5% |
| 30D | -2.5% | -6.5% | +4.1% | -2.1% |
| 3M | -4.9% | -12.8% | +8.0% | -4.1% |
| 6M | -0.1% | -34.3% | +34.2% | +3.6% |
| YTD | +26.2% | -25.6% | +51.8% | +27.3% |
| 1Y | +25.2% | -14.2% | +39.4% | +23.4% |
| 3Y | +84.2% | +127.3% | -43.1% | +50.3% |
| All | +210.6% | +243.7% | -33.1% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling