+73.5%
AGEM vs SPY
+27.7%
+45.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.1% |
| 7D | +3.6% | +0.5% | +3.0% | +3.0% |
| 30D | +5.0% | -0.9% | +6.0% | +5.9% |
| 3M | +7.9% | +3.9% | +4.0% | +4.3% |
| 6M | +24.0% | +14.5% | +9.5% | +11.1% |
| YTD | +33.3% | +12.9% | +20.4% | +20.8% |
| 1Y | +45.1% | +19.4% | +25.7% | +26.6% |
| All | +73.5% | +27.7% | +45.8% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling