-0.7%
AGG vs AUR
-35.7%
+35.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.1% |
| 30D | -1.1% | -6.4% | +5.3% | -1.1% |
| 3M | -1.9% | +7.7% | -9.6% | -2.0% |
| 6M | -1.7% | +44.5% | -46.2% | -2.2% |
| YTD | -1.3% | +67.4% | -68.7% | -1.9% |
| 1Y | -0.7% | +15.4% | -16.2% | -1.1% |
| 3Y | +12.5% | +94.8% | -82.4% | +10.2% |
| 5Y | -2.5% | -35.1% | +32.6% | -5.1% |
| All | -0.7% | -35.7% | +35.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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