+311.5%
SPY vs AG
+57.4%
+254.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +0.5% | +4.5% | -3.9% | +0.2% |
| 30D | -0.9% | +12.9% | -13.8% | -1.9% |
| 3M | +3.9% | +20.9% | -17.1% | +2.2% |
| 6M | +14.5% | -19.5% | +34.1% | +15.4% |
| YTD | +12.9% | +24.8% | -11.9% | +9.7% |
| 1Y | +19.4% | +120.2% | -100.9% | +10.8% |
| 3Y | +78.5% | +279.0% | -200.5% | +55.8% |
| 5Y | +81.8% | +67.9% | +13.8% | +64.1% |
| 10Y | +311.5% | +57.5% | +254.0% | +272.5% |
| All | +311.5% | +57.4% | +254.1% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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