-29.0%
AAL vs AGG
+85.7%
-114.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -19.0% | -0.4% | -18.6% | -19.1% |
| 3M | -5.1% | -0.3% | -4.8% | -5.1% |
| 6M | +15.5% | -1.2% | +16.7% | +15.1% |
| YTD | -15.8% | -0.4% | -15.4% | -15.9% |
| 1Y | -0.3% | +0.4% | -0.7% | -0.3% |
| 3Y | -7.7% | +13.4% | -21.1% | -4.6% |
| 5Y | -32.5% | -1.4% | -31.1% | -36.1% |
| 10Y | -66.0% | +14.8% | -80.8% | -63.1% |
| All | -29.0% | +85.7% | -114.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 all: compounded portfolio wealth divided by compounded AGG 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…
all analysis · Full analysis span regression · 6 months rolling