-1.8%
AGG vs ED
+67.9%
-69.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -0.2% | +1.9% | -2.2% | -0.4% |
| 3M | -0.7% | +1.9% | -2.6% | -0.9% |
| 6M | -1.8% | -2.3% | +0.5% | -1.6% |
| YTD | -0.6% | +10.9% | -11.5% | -1.7% |
| 1Y | +0.4% | +14.5% | -14.1% | -1.1% |
| 3Y | +13.2% | +33.4% | -20.2% | +9.3% |
| All | -1.8% | +67.9% | -69.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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