+97.6%
AGG vs EFX
+839.9%
-742.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | -0.2% |
| 7D | -0.2% | -9.4% | +9.2% | -0.1% |
| 30D | -0.2% | -6.9% | +6.7% | -0.2% |
| 3M | -0.7% | +0.1% | -0.8% | -0.7% |
| 6M | -1.8% | -17.3% | +15.6% | -1.6% |
| YTD | -0.6% | -21.8% | +21.3% | -0.4% |
| 1Y | +0.4% | -32.5% | +32.9% | +0.7% |
| 3Y | +13.2% | -12.3% | +25.5% | +13.3% |
| 5Y | -2.0% | -36.6% | +34.7% | -2.1% |
| 10Y | +15.1% | +41.0% | -26.0% | +16.4% |
| All | +97.6% | +839.9% | -742.2% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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