+76.9%
AGG vs AG
+451.1%
-374.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.2% | +12.5% | -12.7% | -0.4% |
| 3M | -0.7% | +28.2% | -28.9% | -1.0% |
| 6M | -1.8% | -18.8% | +17.1% | -1.7% |
| YTD | -0.6% | +27.4% | -28.0% | -1.1% |
| 1Y | +0.4% | +132.2% | -131.8% | -0.9% |
| 3Y | +13.2% | +286.9% | -273.7% | +10.5% |
| 5Y | -2.0% | +72.8% | -74.7% | -3.8% |
| 10Y | +15.1% | +74.6% | -59.5% | +12.0% |
| All | +76.9% | +451.1% | -374.2% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling