-2.6%
AGG vs DG
-37.9%
+35.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -1.1% | -6.5% | +5.4% | -0.9% |
| 30D | -1.1% | +4.2% | -5.3% | -1.2% |
| 3M | -1.9% | +9.5% | -11.4% | -2.1% |
| 6M | -1.7% | -13.1% | +11.4% | -1.6% |
| YTD | -1.3% | -4.8% | +3.5% | -1.3% |
| 1Y | -0.7% | +20.6% | -21.4% | -1.2% |
| 3Y | +12.5% | +4.9% | +7.5% | +11.8% |
| All | -2.6% | -37.9% | +35.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 5y: compounded portfolio wealth divided by compounded DG 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…
5y analysis · Full analysis span regression · 6 months rolling