+62.0%
SPG vs AGI
+388.9%
-327.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.2% |
| 7D | -2.2% | -5.3% | +3.1% | -2.0% |
| 30D | -5.8% | +6.8% | -12.5% | -6.1% |
| 3M | -2.8% | +8.3% | -11.1% | -3.3% |
| 6M | +8.9% | -29.2% | +38.1% | +10.3% |
| YTD | +14.3% | -7.3% | +21.5% | +14.1% |
| 1Y | +19.5% | +8.0% | +11.5% | +18.2% |
| 3Y | +106.9% | +206.6% | -99.7% | +93.3% |
| 5Y | +108.7% | +398.1% | -289.4% | +90.5% |
| All | +62.0% | +388.9% | -327.0% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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