+66.5%
AG vs SPG
+64.3%
+2.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -4.9% | -4.9% |
| 7D | -5.8% | -2.2% | -3.6% | -5.3% |
| 30D | +6.4% | -5.8% | +12.1% | +7.9% |
| 3M | +28.4% | -2.8% | +31.2% | +29.0% |
| 6M | -24.5% | +8.9% | -33.3% | -26.3% |
| YTD | +21.2% | +14.3% | +6.9% | +16.9% |
| 1Y | +114.1% | +19.5% | +94.6% | +104.1% |
| 3Y | +268.0% | +106.9% | +161.2% | +208.8% |
| 5Y | +67.3% | +108.7% | -41.4% | +38.6% |
| All | +66.5% | +64.3% | +2.2% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling