+706.7%
ETN vs AGI
+392.3%
+314.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +3.5% | -2.7% | +6.3% | +3.7% |
| 30D | -7.5% | +7.2% | -14.8% | -7.9% |
| 3M | +8.3% | +4.3% | +4.1% | +7.9% |
| 6M | +20.2% | -27.1% | +47.3% | +21.5% |
| YTD | +34.7% | -6.6% | +41.3% | +34.6% |
| 1Y | +19.4% | +9.5% | +9.9% | +18.6% |
| 3Y | +85.5% | +208.4% | -122.9% | +78.2% |
| 5Y | +186.6% | +401.6% | -215.0% | +172.2% |
| All | +706.7% | +392.3% | +314.3% | +703.1% |
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