+337.4%
AGI vs SPXU
-99.6%
+436.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.4% |
| 7D | -2.7% | +2.5% | -5.2% | -2.4% |
| 30D | +7.2% | +4.2% | +3.1% | +7.9% |
| 3M | +4.3% | -9.3% | +13.5% | +3.3% |
| 6M | -27.1% | -30.7% | +3.6% | -29.6% |
| YTD | -6.6% | -28.1% | +21.5% | -9.2% |
| 1Y | +9.5% | -35.2% | +44.8% | +5.7% |
| 3Y | +208.4% | -79.9% | +288.4% | +169.4% |
| 5Y | +401.6% | -86.4% | +488.0% | +334.7% |
| All | +337.4% | -99.6% | +436.9% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling