-88.4%
AGL vs SPY
+98.3%
-186.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.9% |
| 7D | +1.4% | -0.8% | +2.2% | +2.1% |
| 30D | +4.1% | -1.1% | +5.1% | +5.1% |
| 3M | -22.7% | +3.9% | -26.6% | -25.3% |
| 6M | +463.7% | +13.6% | +450.1% | +403.3% |
| YTD | +421.2% | +12.7% | +408.5% | +372.6% |
| 1Y | +232.5% | +17.5% | +215.0% | +192.9% |
| 3Y | -80.6% | +76.9% | -157.5% | -88.6% |
| 5Y | -88.7% | +83.6% | -172.3% | -93.3% |
| All | -88.4% | +98.3% | -186.7% | -93.1% |
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