0.0%
AGG vs EQT
-8.0%
+8.0%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.9% | +0.2% |
| 7D | +0.5% | -6.9% | +7.4% | +0.4% |
| 30D | +2.4% | -3.2% | +5.6% | +2.3% |
| 3M | -0.8% | -0.9% | +0.1% | -0.8% |
| 6M | -0.8% | -13.0% | +12.2% | -0.9% |
| YTD | -0.6% | -4.4% | +3.8% | -0.8% |
| 1Y | 0.0% | -8.5% | +8.5% | -0.1% |
| All | 0.0% | -8.0% | +8.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 1y: compounded portfolio wealth divided by compounded EQT 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…
1y analysis · Full analysis span regression · 6 months rolling