+12.6%
AGG vs SPG
+106.6%
-94.1%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -0.9% | -2.2% | +1.3% | -0.8% |
| 30D | -1.0% | -5.8% | +4.8% | -0.6% |
| 3M | -1.3% | -2.8% | +1.5% | -1.1% |
| 6M | -2.1% | +8.9% | -11.0% | -2.7% |
| YTD | -1.2% | +14.3% | -15.5% | -2.1% |
| 1Y | -0.5% | +19.5% | -20.0% | -1.7% |
| All | +12.6% | +106.6% | -94.1% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling