+95.8%
AGG vs SPG
+1,441.2%
-1,345.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -1.5% | +2.0% | -3.5% | -1.5% |
| 30D | +0.6% | +17.2% | -16.6% | +0.6% |
| 3M | -1.6% | +6.3% | -7.9% | -1.6% |
| 6M | -1.6% | +18.7% | -20.3% | -1.6% |
| YTD | -1.5% | +30.1% | -31.6% | -1.5% |
| 1Y | -1.1% | +32.8% | -33.9% | -1.1% |
| 3Y | +13.6% | +133.6% | -120.0% | +13.7% |
| 5Y | -1.7% | +84.4% | -86.1% | -1.8% |
| 10Y | +16.1% | +114.3% | -98.2% | +15.3% |
| All | +95.8% | +1,441.2% | -1,345.4% | +100.4% |
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