-0.5%
AGG vs EXC
+1.0%
-1.5%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.4% |
| 7D | +0.5% | +3.3% | -2.8% | +0.3% |
| 30D | +2.4% | +13.3% | -10.9% | +1.7% |
| 3M | -1.0% | +1.8% | -2.8% | -1.2% |
| 6M | -0.9% | +1.1% | -2.0% | -1.1% |
| YTD | -0.9% | +9.0% | -9.9% | -1.3% |
| 1Y | -0.5% | +3.4% | -3.9% | -0.7% |
| All | -0.5% | +1.0% | -1.5% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling