+98.3%
AGG vs COO
+603.0%
-504.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.1% |
| 7D | -0.2% | -2.2% | +2.1% | -0.1% |
| 30D | -0.4% | -7.0% | +6.6% | -0.3% |
| 3M | -0.7% | +12.2% | -12.9% | -0.8% |
| 6M | -1.5% | -15.1% | +13.6% | -1.4% |
| YTD | -0.3% | -15.1% | +14.8% | -0.1% |
| 1Y | +1.3% | +2.3% | -1.0% | +1.3% |
| 3Y | +13.2% | -23.7% | +36.9% | +13.4% |
| 5Y | -1.4% | -38.9% | +37.5% | -1.5% |
| 10Y | +14.9% | +49.9% | -35.1% | +15.4% |
| All | +98.3% | +603.0% | -504.7% | +104.2% |
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