+96.0%
AGG vs COO
+528.3%
-432.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.6% |
| 7D | -1.4% | -2.1% | +0.6% | -1.4% |
| 30D | +0.9% | +13.9% | -13.0% | +0.8% |
| 3M | -1.2% | -18.9% | +17.7% | -1.1% |
| 6M | -1.4% | +3.7% | -5.2% | -1.5% |
| YTD | -1.4% | -24.1% | +22.7% | -1.2% |
| 1Y | -1.3% | -14.2% | +12.9% | -1.2% |
| 3Y | +13.8% | -24.5% | +38.2% | +13.9% |
| 5Y | -1.6% | -40.4% | +38.9% | -1.5% |
| 10Y | +16.3% | +40.5% | -24.2% | +17.0% |
| All | +96.0% | +528.3% | -432.2% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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