+96.0%
AGG vs ES
+772.0%
-675.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -1.4% | -1.1% | -0.4% | -1.4% |
| 30D | +0.9% | +8.2% | -7.3% | +0.7% |
| 3M | -1.2% | +0.6% | -1.8% | -1.3% |
| 6M | -1.4% | +6.0% | -7.4% | -1.6% |
| YTD | -1.4% | +9.3% | -10.7% | -1.7% |
| 1Y | -1.3% | +1.1% | -2.4% | -1.4% |
| 3Y | +13.8% | +51.9% | -38.1% | +12.3% |
| 5Y | -1.6% | +6.5% | -8.0% | -2.2% |
| 10Y | +16.3% | +94.8% | -78.5% | +14.4% |
| All | +96.0% | +772.0% | -675.9% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling