+97.6%
AGG vs ETR
+862.0%
-764.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -0.2% | +2.0% | -2.3% | -0.3% |
| 3M | -0.7% | -1.7% | +1.0% | -0.7% |
| 6M | -1.8% | +3.6% | -5.3% | -1.9% |
| YTD | -0.6% | +18.0% | -18.6% | -1.1% |
| 1Y | +0.4% | +26.2% | -25.9% | -0.3% |
| 3Y | +13.2% | +148.0% | -134.8% | +10.3% |
| 5Y | -2.0% | +126.1% | -128.0% | -4.3% |
| 10Y | +15.1% | +302.3% | -287.2% | +10.9% |
| All | +97.6% | +862.0% | -764.3% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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