+48.8%
AGG vs DG
+577.8%
-528.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | -0.1% |
| 7D | +0.1% | -2.5% | +2.6% | +0.1% |
| 30D | -0.4% | +1.0% | -1.4% | -0.4% |
| 3M | -0.3% | +20.3% | -20.6% | -0.4% |
| 6M | -1.2% | -11.7% | +10.5% | -1.2% |
| YTD | -0.4% | -2.3% | +2.0% | -0.4% |
| 1Y | +0.4% | +20.0% | -19.6% | +0.3% |
| 3Y | +13.4% | +7.2% | +6.2% | +13.2% |
| 5Y | -1.4% | -37.9% | +36.5% | -1.6% |
| 10Y | +14.8% | +107.3% | -92.5% | +16.2% |
| All | +48.8% | +577.8% | -528.9% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling