+23.2%
AGGY vs SPY
+341.7%
-318.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | -0.2% | -1.4% | +1.2% | -0.1% |
| 3M | -1.0% | +3.7% | -4.7% | -1.1% |
| 6M | -1.9% | +13.0% | -14.9% | -2.3% |
| YTD | -0.8% | +12.4% | -13.2% | -1.2% |
| 1Y | +0.1% | +18.5% | -18.4% | -0.5% |
| 3Y | +14.5% | +77.6% | -63.1% | +12.5% |
| 5Y | -2.6% | +81.7% | -84.2% | -4.6% |
| 10Y | +15.2% | +319.7% | -304.5% | +15.6% |
| All | +23.2% | +341.7% | -318.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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