+98.1%
AGG vs SPG
+1,286.8%
-1,188.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -0.4% | -4.9% | +4.6% | -0.4% |
| 3M | -0.3% | +3.3% | -3.6% | -0.3% |
| 6M | -1.2% | +11.2% | -12.4% | -1.2% |
| YTD | -0.4% | +17.1% | -17.4% | -0.4% |
| 1Y | +0.4% | +21.6% | -21.2% | +0.4% |
| 3Y | +13.4% | +111.9% | -98.4% | +13.5% |
| 5Y | -1.4% | +106.9% | -108.4% | -1.4% |
| 10Y | +14.8% | +62.2% | -47.4% | +13.7% |
| All | +98.1% | +1,286.8% | -1,188.7% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling