+279.0%
AG vs SPG
+112.2%
+166.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.6% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +12.9% | -4.9% | +17.8% | +15.4% |
| 3M | +20.9% | +3.3% | +17.6% | +18.3% |
| 6M | -19.5% | +11.2% | -30.7% | -24.3% |
| YTD | +24.8% | +17.1% | +7.7% | +14.3% |
| 1Y | +120.2% | +21.6% | +98.7% | +97.4% |
| 3Y | +279.0% | +111.9% | +167.1% | +160.9% |
| All | +279.0% | +112.2% | +166.8% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling