-95.4%
AGIG vs SPY
+322.5%
-417.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +32.2% | -1.1% | +33.2% | +32.4% |
| 3M | +3.6% | +3.9% | -0.3% | +3.0% |
| 6M | -37.8% | +13.6% | -51.4% | -39.1% |
| YTD | -41.9% | +12.7% | -54.6% | -43.0% |
| 1Y | -83.7% | +17.5% | -101.2% | -84.1% |
| 3Y | -94.9% | +76.9% | -171.8% | -95.4% |
| 5Y | -93.9% | +83.6% | -177.5% | -94.7% |
| All | -95.4% | +322.5% | -417.9% | -97.4% |
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