+291.1%
APGE vs SPY
+69.5%
+221.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.5% |
| 7D | +2.8% | +2.4% | +0.5% | -0.1% |
| 30D | -0.1% | +9.1% | -9.2% | -10.4% |
| 3M | +33.4% | +7.1% | +26.3% | +22.3% |
| 6M | +51.8% | +10.6% | +41.2% | +33.5% |
| YTD | +10.0% | +8.5% | +1.5% | -1.0% |
| 1Y | +119.6% | +32.0% | +87.6% | +55.2% |
| All | +291.1% | +69.5% | +221.6% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling