+14.1%
AGG vs DLR
+177.5%
-163.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.1% | -4.3% | +3.2% | -1.0% |
| 3M | -1.9% | +3.8% | -5.8% | -2.1% |
| 6M | -1.7% | +5.8% | -7.5% | -2.0% |
| YTD | -1.3% | +23.5% | -24.8% | -2.1% |
| 1Y | -0.7% | +11.1% | -11.8% | -1.2% |
| 3Y | +12.5% | +57.9% | -45.4% | +10.3% |
| 5Y | -2.5% | +44.0% | -46.4% | -4.7% |
| All | +14.1% | +177.5% | -163.3% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling