-1.7%
AGG vs EXE
+187.5%
-189.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | -0.2% | -2.7% | +2.6% | -0.2% |
| 30D | -0.2% | -0.4% | +0.1% | -0.2% |
| 3M | -0.7% | +9.5% | -10.2% | -0.7% |
| 6M | -1.8% | -9.3% | +7.6% | -1.7% |
| YTD | -0.6% | -10.9% | +10.3% | -0.5% |
| 1Y | +0.4% | +4.3% | -3.9% | +0.3% |
| 3Y | +13.2% | +18.8% | -5.6% | +13.0% |
| 5Y | -2.0% | +101.4% | -103.4% | -1.6% |
| All | -1.7% | +187.5% | -189.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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