+431.7%
AGL vs SPY
+14.6%
+417.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +8.0% | +5.7% |
| 7D | +5.7% | -0.7% | +6.5% | +7.7% |
| 30D | +14.2% | -1.0% | +15.2% | +17.0% |
| 3M | +1.5% | -0.3% | +1.9% | +2.3% |
| 6M | +257.2% | +7.3% | +249.9% | +182.1% |
| YTD | +458.7% | +13.3% | +445.3% | +289.0% |
| 1Y | +431.7% | +14.8% | +416.9% | +257.4% |
| All | +431.7% | +14.6% | +417.0% | +257.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling