+536.2%
APGE vs SPY
+76.3%
+459.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +146.9% | +15.0% | +131.9% | +92.3% |
| 7D | +146.9% | +15.0% | +131.9% | +92.3% |
| 30D | +146.9% | +15.0% | +131.9% | +92.3% |
| 3M | +146.9% | +15.0% | +131.9% | +92.3% |
| 6M | +146.9% | +15.0% | +131.9% | +92.3% |
| YTD | +146.9% | +15.0% | +131.9% | +92.3% |
| 1Y | +256.8% | +20.8% | +235.9% | +161.5% |
| 3Y | +446.6% | +76.0% | +370.6% | +154.7% |
| All | +536.2% | +76.3% | +459.9% | +199.0% |
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