+403.6%
AGI vs SPXU
-100.0%
+503.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.5% |
| 7D | +2.2% | +1.3% | +1.0% | +2.5% |
| 30D | +11.3% | +5.1% | +6.1% | +12.2% |
| 3M | +5.6% | -9.1% | +14.8% | +4.6% |
| 6M | -27.7% | -29.6% | +1.9% | -30.5% |
| YTD | -4.1% | -27.7% | +23.6% | -7.1% |
| 1Y | +13.8% | -37.0% | +50.8% | +8.5% |
| 3Y | +217.0% | -80.2% | +297.2% | +165.8% |
| 5Y | +404.3% | -86.0% | +490.4% | +325.3% |
| 10Y | +400.5% | -99.5% | +500.0% | +184.8% |
| All | +403.6% | -100.0% | +503.6% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling