+12.5%
AGG vs FTI
+267.9%
-255.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.1% | -4.4% | +3.3% | -1.1% |
| 30D | -1.1% | +1.5% | -2.6% | -1.1% |
| 3M | -1.9% | +8.2% | -10.1% | -1.9% |
| 6M | -1.7% | +18.8% | -20.5% | -1.7% |
| YTD | -1.3% | +71.7% | -73.0% | -1.3% |
| 1Y | -0.7% | +90.0% | -90.8% | -0.8% |
| 3Y | +12.5% | +270.5% | -258.0% | +10.9% |
| All | +12.5% | +267.9% | -255.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling