-2.4%
AGG vs SPG
+103.4%
-105.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | -1.3% | -2.8% | +1.5% | -1.2% |
| 6M | -2.1% | +8.9% | -11.0% | -2.6% |
| YTD | -1.2% | +14.3% | -15.5% | -2.0% |
| 1Y | -0.5% | +19.5% | -20.0% | -1.5% |
| 3Y | +12.4% | +106.9% | -94.4% | +7.7% |
| 5Y | -2.4% | +108.7% | -111.1% | -7.9% |
| All | -2.4% | +103.4% | -105.8% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling