+83.2%
AGG vs ET
+1,438.5%
-1,355.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | -0.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -1.1% | +2.9% | -4.0% | -1.2% |
| 3M | -1.9% | +16.8% | -18.7% | -2.0% |
| 6M | -1.7% | +18.9% | -20.6% | -1.8% |
| YTD | -1.3% | +37.7% | -39.0% | -1.5% |
| 1Y | -0.7% | +32.4% | -33.2% | -0.9% |
| 3Y | +12.5% | +99.5% | -87.0% | +12.0% |
| 5Y | -2.5% | +244.0% | -246.4% | -3.3% |
| 10Y | +14.2% | +172.1% | -157.9% | +12.8% |
| All | +83.2% | +1,438.5% | -1,355.3% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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