+14.2%
AGG vs ALB
+84.6%
-70.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.6% |
| 7D | -0.9% | -7.6% | +6.7% | -0.9% |
| 30D | -1.0% | -5.6% | +4.6% | -1.0% |
| 3M | -1.3% | -16.8% | +15.6% | -1.3% |
| 6M | -2.1% | -26.3% | +24.2% | -2.1% |
| YTD | -1.2% | -13.2% | +12.0% | -1.2% |
| 1Y | -0.5% | +68.8% | -69.3% | -0.5% |
| 3Y | +12.4% | -30.7% | +43.1% | +12.1% |
| 5Y | -2.4% | -46.3% | +43.9% | -2.5% |
| All | +14.2% | +84.6% | -70.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling