+307.8%
SPY vs AG
+76.0%
+231.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.2% |
| 7D | +2.6% | -10.0% | +12.6% | +3.4% |
| 30D | -2.0% | -10.5% | +8.5% | -1.3% |
| 3M | -2.8% | -27.3% | +24.5% | -0.8% |
| 6M | +2.1% | -43.0% | +45.1% | +5.6% |
| YTD | +11.5% | -17.9% | +29.4% | +11.4% |
| 1Y | +13.5% | +11.9% | +1.5% | +10.7% |
| 3Y | +77.7% | +201.8% | -124.1% | +57.8% |
| 5Y | +72.6% | -0.1% | +72.7% | +61.1% |
| All | +307.8% | +76.0% | +231.8% | +261.3% |
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