+974.7%
AG vs SPXU
-100.0%
+1,074.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.5% |
| 7D | -0.1% | +1.3% | -1.4% | +0.3% |
| 30D | +12.5% | +5.1% | +7.3% | +14.5% |
| 3M | +28.2% | -9.1% | +37.3% | +26.1% |
| 6M | -18.8% | -29.6% | +10.7% | -24.7% |
| YTD | +27.4% | -27.7% | +55.1% | +20.3% |
| 1Y | +132.2% | -37.0% | +169.1% | +113.4% |
| 3Y | +286.9% | -80.2% | +367.0% | +178.4% |
| 5Y | +72.8% | -86.0% | +158.8% | +28.2% |
| 10Y | +74.6% | -99.5% | +174.1% | -42.6% |
| All | +974.7% | -100.0% | +1,074.6% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling