-29.3%
ETHA vs AG
+227.9%
-257.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +1.0% |
| 7D | -2.4% | -5.8% | +3.4% | -1.2% |
| 30D | +30.9% | +6.4% | +24.5% | +29.0% |
| 3M | +51.1% | +28.4% | +22.8% | +42.8% |
| 6M | +20.5% | -24.5% | +45.0% | +25.0% |
| YTD | -17.3% | +21.2% | -38.4% | -21.9% |
| 1Y | -43.2% | +114.1% | -157.3% | -52.1% |
| All | -29.3% | +227.9% | -257.2% | -47.1% |
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