+55.5%
AGEM vs SPY
+26.1%
+29.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +3.7% | +2.6% | +1.1% | +1.1% |
| 30D | -2.9% | -2.0% | -0.9% | -0.9% |
| 3M | -7.0% | -2.8% | -4.3% | -4.3% |
| 6M | -5.9% | +2.1% | -8.0% | -7.1% |
| YTD | +19.4% | +11.5% | +7.9% | +9.8% |
| 1Y | +21.7% | +13.5% | +8.2% | +10.5% |
| All | +55.5% | +26.1% | +29.4% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling