-80.0%
AGL vs SPY
+75.5%
-155.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | +7.1% | -2.0% | +9.1% | +8.7% |
| 30D | +7.2% | -1.7% | +8.8% | +8.6% |
| 3M | -8.9% | +4.7% | -13.7% | -11.7% |
| 6M | +536.4% | +12.5% | +523.9% | +484.9% |
| YTD | +437.6% | +11.7% | +425.9% | +399.0% |
| 1Y | +227.8% | +17.5% | +210.3% | +200.3% |
| All | -80.0% | +75.5% | -155.5% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling