+504.9%
ABBV vs AGG
+14.2%
+490.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +0.3% | -1.1% | +1.3% | +0.5% |
| 30D | +3.4% | -1.1% | +4.5% | +3.6% |
| 3M | +15.2% | -1.9% | +17.1% | +15.7% |
| 6M | +14.7% | -1.7% | +16.4% | +15.1% |
| YTD | +15.2% | -1.3% | +16.5% | +15.5% |
| 1Y | +20.4% | -0.7% | +21.1% | +20.6% |
| 3Y | +91.3% | +12.5% | +78.9% | +88.8% |
| 5Y | +189.6% | -2.5% | +192.0% | +182.7% |
| All | +504.9% | +14.2% | +490.7% | +538.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling