+97.6%
AGG vs DE
+3,880.4%
-3,782.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.2% | -3.0% | +2.9% | -0.2% |
| 30D | -0.2% | +11.1% | -11.4% | -0.2% |
| 3M | -0.7% | +17.6% | -18.3% | -0.6% |
| 6M | -1.8% | +13.6% | -15.4% | -1.7% |
| YTD | -0.6% | +46.3% | -46.8% | -0.3% |
| 1Y | +0.4% | +44.2% | -43.8% | +0.7% |
| 3Y | +13.2% | +76.6% | -63.4% | +13.8% |
| 5Y | -2.0% | +98.2% | -100.2% | -1.2% |
| 10Y | +15.1% | +863.5% | -848.4% | +18.7% |
| All | +97.6% | +3,880.4% | -3,782.7% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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