+14.1%
AGG vs EXC
+158.0%
-143.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | -0.1% |
| 7D | -1.1% | -1.1% | 0.0% | -1.0% |
| 30D | -1.1% | -3.6% | +2.5% | -1.0% |
| 3M | -1.9% | -4.3% | +2.3% | -1.8% |
| 6M | -1.7% | -9.9% | +8.2% | -1.4% |
| YTD | -1.3% | +1.8% | -3.1% | -1.4% |
| 1Y | -0.7% | +2.9% | -3.6% | -0.9% |
| 3Y | +12.5% | +19.1% | -6.6% | +11.5% |
| 5Y | -2.5% | +44.8% | -47.3% | -3.7% |
| All | +14.1% | +158.0% | -143.8% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling