+12.5%
AGG vs ALL
+152.0%
-139.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | -2.3% | +1.2% | -1.0% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | -1.9% | +16.0% | -18.0% | -2.1% |
| 6M | -1.7% | +24.6% | -26.3% | -2.0% |
| YTD | -1.3% | +23.7% | -25.0% | -1.6% |
| 1Y | -0.7% | +27.7% | -28.5% | -1.1% |
| 3Y | +12.5% | +150.2% | -137.8% | +10.1% |
| All | +12.5% | +152.0% | -139.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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