+71.2%
AGEM vs SPY
+27.4%
+43.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.5% |
| 7D | -0.7% | -0.8% | +0.1% | 0.0% |
| 30D | +2.2% | -1.1% | +3.3% | +3.2% |
| 3M | +2.9% | +3.9% | -1.0% | -0.5% |
| 6M | +18.2% | +13.6% | +4.6% | +6.6% |
| YTD | +31.5% | +12.7% | +18.9% | +19.4% |
| 1Y | +39.4% | +17.5% | +21.9% | +23.0% |
| All | +71.2% | +27.4% | +43.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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