+104.2%
SPG vs AGI
+392.7%
-288.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.5% |
| 7D | -1.7% | +2.2% | -3.9% | -1.8% |
| 30D | -6.3% | +11.3% | -17.5% | -7.2% |
| 3M | -2.4% | +5.6% | -8.1% | -3.2% |
| 6M | +9.6% | -27.7% | +37.3% | +12.4% |
| YTD | +14.2% | -4.1% | +18.3% | +13.3% |
| 1Y | +19.3% | +13.8% | +5.5% | +15.6% |
| 3Y | +106.7% | +217.0% | -110.3% | +71.2% |
| 5Y | +104.2% | +404.3% | -300.1% | +56.6% |
| All | +104.2% | +392.7% | -288.5% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling