+95.8%
AGG vs EXC
+387.9%
-292.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -1.5% | +1.4% | -2.9% | -1.5% |
| 30D | +0.6% | +8.6% | -7.9% | +0.5% |
| 3M | -1.6% | +2.4% | -4.0% | -1.7% |
| 6M | -1.6% | +6.5% | -8.1% | -1.7% |
| YTD | -1.5% | +9.0% | -10.6% | -1.7% |
| 1Y | -1.1% | +4.6% | -5.7% | -1.2% |
| 3Y | +13.6% | +33.5% | -19.9% | +13.0% |
| 5Y | -1.7% | +41.4% | -43.1% | -2.3% |
| 10Y | +16.1% | +204.3% | -188.1% | +15.0% |
| All | +95.8% | +387.9% | -292.2% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling