+16.6%
AGG vs ES
+98.2%
-81.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | -1.5% | +2.7% | -4.2% | -1.6% |
| 30D | +0.6% | +7.6% | -6.9% | +0.3% |
| 3M | -1.6% | +0.5% | -2.1% | -1.7% |
| 6M | -1.6% | +7.6% | -9.2% | -2.0% |
| YTD | -1.5% | +10.2% | -11.7% | -2.0% |
| 1Y | -1.1% | +1.8% | -2.9% | -1.3% |
| 3Y | +13.6% | +55.4% | -41.8% | +11.3% |
| 5Y | -1.7% | +7.3% | -9.0% | -2.7% |
| All | +16.6% | +98.2% | -81.6% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling