+927.0%
AEP vs AGG
+97.4%
+829.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +1.5% | -0.2% | +1.7% | +1.6% |
| 3M | -1.7% | -0.7% | -1.0% | -1.3% |
| 6M | -4.0% | -1.8% | -2.3% | -3.2% |
| YTD | +10.6% | -0.6% | +11.2% | +11.0% |
| 1Y | +18.6% | +0.4% | +18.3% | +18.4% |
| 3Y | +78.7% | +13.2% | +65.5% | +68.6% |
| 5Y | +65.1% | -2.0% | +67.0% | +63.2% |
| 10Y | +177.7% | +15.1% | +162.7% | +160.8% |
| All | +927.0% | +97.4% | +829.6% | +677.0% |
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