+98.3%
AGG vs FE
+297.3%
-199.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -0.2% | +1.9% | -2.1% | -0.2% |
| 30D | -0.4% | -1.2% | +0.8% | -0.4% |
| 3M | -0.7% | +3.5% | -4.2% | -0.7% |
| 6M | -1.5% | -6.1% | +4.5% | -1.4% |
| YTD | -0.3% | +7.6% | -7.9% | -0.4% |
| 1Y | +1.3% | +11.9% | -10.6% | +1.0% |
| 3Y | +13.2% | +48.4% | -35.2% | +12.2% |
| 5Y | -1.4% | +44.8% | -46.2% | -2.3% |
| 10Y | +14.9% | +115.9% | -101.0% | +13.0% |
| All | +98.3% | +297.3% | -199.0% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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