+96.4%
AGG vs DTE
+960.3%
-863.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -0.9% | -2.0% | +1.1% | -0.9% |
| 30D | -1.0% | -2.4% | +1.4% | -0.9% |
| 3M | -1.3% | -7.3% | +6.0% | -1.0% |
| 6M | -2.1% | -7.6% | +5.6% | -1.8% |
| YTD | -1.2% | +5.8% | -7.0% | -1.5% |
| 1Y | -0.5% | +2.3% | -2.8% | -0.6% |
| 3Y | +12.4% | +45.0% | -32.6% | +10.9% |
| 5Y | -2.4% | +33.2% | -35.6% | -3.6% |
| 10Y | +14.3% | +141.4% | -127.1% | +11.3% |
| All | +96.4% | +960.3% | -863.9% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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