+98.1%
AGG vs APA
+84.4%
+13.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.1% |
| 30D | -0.4% | +15.7% | -16.1% | -0.3% |
| 3M | -0.3% | +16.5% | -16.7% | -0.2% |
| 6M | -1.2% | +35.1% | -36.3% | -1.0% |
| YTD | -0.4% | +82.2% | -82.6% | 0.0% |
| 1Y | +0.4% | +102.5% | -102.1% | +0.8% |
| 3Y | +13.4% | +10.3% | +3.1% | +13.6% |
| 5Y | -1.4% | +166.1% | -167.5% | -0.7% |
| 10Y | +14.8% | -4.9% | +19.7% | +15.1% |
| All | +98.1% | +84.4% | +13.7% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded APA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling