+672.3%
AU vs SPYG
+424.6%
+247.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -4.3% | -0.9% | -3.4% | -3.9% |
| 30D | +7.3% | -1.5% | +8.8% | +7.9% |
| 3M | +26.3% | +3.7% | +22.6% | +24.7% |
| 6M | +1.8% | +16.4% | -14.7% | -2.9% |
| YTD | +26.8% | +13.3% | +13.5% | +22.1% |
| 1Y | +66.7% | +17.9% | +48.8% | +58.8% |
| 3Y | +579.1% | +98.3% | +480.7% | +451.3% |
| 5Y | +689.3% | +86.4% | +602.9% | +533.8% |
| All | +672.3% | +424.6% | +247.7% | +450.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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