-1.0%
AGG vs ACI
+21.8%
-22.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | +0.1% | -2.6% | +2.7% | +0.2% |
| 30D | -0.4% | +1.1% | -1.5% | -0.4% |
| 3M | -0.3% | -23.6% | +23.4% | 0.0% |
| 6M | -1.2% | -29.9% | +28.7% | -0.9% |
| YTD | -0.4% | -26.9% | +26.5% | -0.1% |
| 1Y | +0.4% | -34.2% | +34.6% | +0.8% |
| 3Y | +13.4% | -43.6% | +57.0% | +14.0% |
| 5Y | -1.4% | -42.4% | +41.0% | -1.0% |
| All | -1.0% | +21.8% | -22.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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