+208.4%
AGI vs SPYG
+98.4%
+110.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -2.7% | -0.9% | -1.8% | -2.2% |
| 30D | +7.2% | -1.5% | +8.8% | +8.2% |
| 3M | +4.3% | +3.7% | +0.5% | +2.2% |
| 6M | -27.1% | +16.4% | -43.5% | -32.0% |
| YTD | -6.6% | +13.3% | -19.9% | -12.0% |
| 1Y | +9.5% | +17.9% | -8.3% | +1.8% |
| 3Y | +208.4% | +98.3% | +110.1% | +125.9% |
| All | +208.4% | +98.4% | +110.1% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling