-2.6%
AGG vs AGI
+400.3%
-402.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -1.1% | -2.7% | +1.7% | -0.9% |
| 30D | -1.1% | +7.2% | -8.4% | -1.5% |
| 3M | -1.9% | +4.3% | -6.2% | -2.2% |
| 6M | -1.7% | -27.1% | +25.4% | -0.7% |
| YTD | -1.3% | -6.6% | +5.3% | -1.6% |
| 1Y | -0.7% | +9.5% | -10.3% | -2.0% |
| 3Y | +12.5% | +208.4% | -196.0% | +3.1% |
| All | -2.6% | +400.3% | -402.9% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling