+96.7%
AGG vs FE
+298.8%
-202.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.1% | -0.5% | +0.5% | -0.1% |
| 30D | +1.4% | +4.3% | -3.0% | +1.3% |
| 3M | -0.7% | +0.4% | -1.1% | -0.7% |
| 6M | -1.7% | +6.9% | -8.6% | -1.8% |
| YTD | -1.1% | +8.0% | -9.1% | -1.2% |
| 1Y | -0.7% | +4.8% | -5.5% | -0.8% |
| 3Y | +14.2% | +49.0% | -34.8% | +13.1% |
| 5Y | -1.4% | +46.2% | -47.6% | -2.3% |
| 10Y | +16.5% | +120.9% | -104.4% | +14.6% |
| All | +96.7% | +298.8% | -202.1% | +90.5% |
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