+7.9%
AGG vs AS
+120.4%
-112.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | 0.0% |
| 7D | -0.2% | -4.9% | +4.7% | -0.1% |
| 30D | -0.4% | -19.6% | +19.2% | 0.0% |
| 3M | -0.7% | -14.4% | +13.7% | -0.4% |
| 6M | -1.5% | -20.1% | +18.6% | -1.3% |
| YTD | -0.3% | -20.9% | +20.7% | 0.0% |
| 1Y | +1.3% | -21.9% | +23.2% | +1.6% |
| All | +7.9% | +120.4% | -112.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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