-0.5%
AGG vs SPG
+34.3%
-34.8%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.2% |
| 7D | +0.5% | +8.2% | -7.7% | -0.1% |
| 30D | +2.4% | +13.5% | -11.1% | +1.3% |
| 3M | -1.0% | +2.2% | -3.2% | -1.3% |
| 6M | -0.9% | +15.9% | -16.8% | -2.1% |
| YTD | -0.9% | +27.6% | -28.5% | -2.6% |
| 1Y | -0.5% | +30.9% | -31.4% | -2.5% |
| All | -0.5% | +34.3% | -34.8% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling