+11.4%
AGG vs DOW
-15.9%
+27.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -0.2% | -6.0% | +5.8% | -0.2% |
| 30D | -0.2% | -2.7% | +2.5% | -0.2% |
| 3M | -0.7% | -10.5% | +9.8% | -0.7% |
| 6M | -1.8% | -12.4% | +10.7% | -1.8% |
| YTD | -0.6% | +30.0% | -30.6% | -0.7% |
| 1Y | +0.4% | +27.8% | -27.4% | +0.2% |
| 3Y | +13.2% | -34.9% | +48.1% | +13.1% |
| 5Y | -2.0% | -35.9% | +33.9% | -2.0% |
| All | +11.4% | -15.9% | +27.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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