+97.6%
AGG vs EXEL
+733.3%
-635.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.2% |
| 7D | -0.2% | -0.3% | +0.2% | -0.2% |
| 30D | -0.2% | +10.1% | -10.4% | -0.2% |
| 3M | -0.7% | +10.1% | -10.8% | -0.7% |
| 6M | -1.8% | +37.7% | -39.4% | -1.6% |
| YTD | -0.6% | +33.1% | -33.7% | -0.5% |
| 1Y | +0.4% | +52.4% | -52.0% | +0.5% |
| 3Y | +13.2% | +163.8% | -150.7% | +13.7% |
| 5Y | -2.0% | +198.5% | -200.5% | -1.4% |
| 10Y | +15.1% | +386.9% | -371.8% | +16.5% |
| All | +97.6% | +733.3% | -635.6% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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