+95.8%
AGG vs ALL
+1,178.0%
-1,082.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.5% | +5.0% | -6.5% | -1.5% |
| 30D | +0.6% | +13.3% | -12.7% | +0.7% |
| 3M | -1.6% | +3.2% | -4.8% | -1.6% |
| 6M | -1.6% | +25.3% | -27.0% | -1.6% |
| YTD | -1.5% | +30.5% | -32.0% | -1.5% |
| 1Y | -1.1% | +29.2% | -30.3% | -1.1% |
| 3Y | +13.6% | +119.1% | -105.5% | +13.8% |
| 5Y | -1.7% | +162.6% | -164.3% | -1.5% |
| 10Y | +16.1% | +378.8% | -362.6% | +16.7% |
| All | +95.8% | +1,178.0% | -1,082.2% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling