+337.4%
AGI vs SPY
+322.5%
+14.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -2.7% | -0.8% | -2.0% | -2.4% |
| 30D | +7.2% | -1.1% | +8.3% | +7.8% |
| 3M | +4.3% | +3.9% | +0.4% | +2.8% |
| 6M | -27.1% | +13.6% | -40.7% | -30.3% |
| YTD | -6.6% | +12.7% | -19.3% | -10.4% |
| 1Y | +9.5% | +17.5% | -8.0% | +3.7% |
| 3Y | +208.4% | +76.9% | +131.5% | +152.8% |
| 5Y | +401.6% | +83.6% | +318.1% | +300.7% |
| All | +337.4% | +322.5% | +14.9% | +174.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling