+98.1%
AGG vs EW
+3,758.5%
-3,660.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | -0.1% |
| 7D | +0.1% | -4.4% | +4.6% | +0.2% |
| 30D | -0.4% | -3.3% | +3.0% | -0.4% |
| 3M | -0.3% | +1.0% | -1.3% | -0.3% |
| 6M | -1.2% | +6.2% | -7.4% | -1.2% |
| YTD | -0.4% | +1.7% | -2.1% | -0.4% |
| 1Y | +0.4% | +8.1% | -7.7% | +0.4% |
| 3Y | +13.4% | +17.1% | -3.7% | +13.3% |
| 5Y | -1.4% | -29.4% | +27.9% | -1.6% |
| 10Y | +14.8% | +121.7% | -106.9% | +15.7% |
| All | +98.1% | +3,758.5% | -3,660.4% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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