+97.6%
AGG vs FLR
+276.9%
-179.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | -0.2% |
| 7D | -0.2% | -3.1% | +3.0% | -0.2% |
| 30D | -0.2% | +4.9% | -5.2% | -0.2% |
| 3M | -0.7% | +10.8% | -11.5% | -0.7% |
| 6M | -1.8% | +19.7% | -21.4% | -1.8% |
| YTD | -0.6% | +38.4% | -38.9% | -0.6% |
| 1Y | +0.4% | +34.7% | -34.3% | +0.3% |
| 3Y | +13.2% | +56.7% | -43.5% | +13.0% |
| 5Y | -2.0% | +241.6% | -243.6% | -2.1% |
| 10Y | +15.1% | +20.2% | -5.1% | +12.1% |
| All | +97.6% | +276.9% | -179.3% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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