+12.6%
AGG vs AG
+260.2%
-247.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.6% |
| 7D | -0.9% | -5.8% | +4.9% | -0.9% |
| 30D | -1.0% | +6.4% | -7.3% | -1.1% |
| 3M | -1.3% | +28.4% | -29.7% | -1.7% |
| 6M | -2.1% | -24.5% | +22.4% | -2.0% |
| YTD | -1.2% | +21.2% | -22.4% | -1.7% |
| 1Y | -0.5% | +114.1% | -114.6% | -1.7% |
| All | +12.6% | +260.2% | -247.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling