-1.3%
AGG vs SPG
+84.0%
-85.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -1.5% | +2.0% | -3.5% | -1.6% |
| 30D | +0.6% | +17.2% | -16.6% | -0.3% |
| 3M | -1.6% | +6.3% | -7.9% | -2.0% |
| 6M | -1.6% | +18.7% | -20.3% | -2.6% |
| YTD | -1.5% | +30.1% | -31.6% | -3.0% |
| 1Y | -1.1% | +32.8% | -33.9% | -2.7% |
| 3Y | +13.6% | +133.6% | -120.0% | +8.0% |
| All | -1.3% | +84.0% | -85.3% | -7.8% |
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