+29.0%
AGG vs BURL
+970.5%
-941.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +0.2% | +4.1% | -3.9% | +0.2% |
| 30D | +2.4% | -9.5% | +11.8% | +2.4% |
| 3M | -0.2% | -33.5% | +33.3% | +0.1% |
| 6M | -1.0% | -22.1% | +21.1% | -0.8% |
| YTD | -0.4% | -14.6% | +14.2% | -0.3% |
| 1Y | -0.1% | -8.4% | +8.3% | 0.0% |
| 3Y | +15.3% | +86.6% | -71.3% | +14.6% |
| 5Y | -1.3% | -17.2% | +15.9% | -1.9% |
| 10Y | +15.4% | +256.4% | -241.0% | +15.2% |
| All | +29.0% | +970.5% | -941.5% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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