+337.4%
AGI vs SPYG
+424.6%
-87.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.4% |
| 30D | +7.2% | -1.5% | +8.8% | +7.9% |
| 3M | +4.3% | +3.7% | +0.5% | +3.0% |
| 6M | -27.1% | +16.4% | -43.5% | -30.4% |
| YTD | -6.6% | +13.3% | -19.9% | -10.1% |
| 1Y | +9.5% | +17.9% | -8.3% | +4.3% |
| 3Y | +208.4% | +98.3% | +110.1% | +149.7% |
| 5Y | +401.6% | +86.4% | +315.2% | +303.0% |
| All | +337.4% | +424.6% | -87.2% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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