+98.1%
AGG vs A
+998.5%
-900.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.1% |
| 30D | -0.4% | +0.6% | -1.0% | -0.4% |
| 3M | -0.3% | +10.9% | -11.2% | -0.3% |
| 6M | -1.2% | +28.2% | -29.4% | -1.2% |
| YTD | -0.4% | +8.6% | -8.9% | -0.3% |
| 1Y | +0.4% | +15.5% | -15.1% | +0.4% |
| 3Y | +13.4% | +31.8% | -18.4% | +13.6% |
| 5Y | -1.4% | -14.9% | +13.4% | -1.7% |
| 10Y | +14.8% | +237.8% | -223.0% | +17.2% |
| All | +98.1% | +998.5% | -900.4% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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