+98.1%
AGG vs FTI
+2,111.4%
-2,013.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -0.4% | +12.3% | -12.7% | -0.3% |
| 3M | -0.3% | +13.8% | -14.0% | -0.2% |
| 6M | -1.2% | +24.3% | -25.5% | -1.1% |
| YTD | -0.4% | +75.8% | -76.1% | -0.1% |
| 1Y | +0.4% | +99.6% | -99.2% | +0.7% |
| 3Y | +13.4% | +278.4% | -265.0% | +14.2% |
| 5Y | -1.4% | +1,168.7% | -1,170.1% | 0.0% |
| 10Y | +14.8% | +297.5% | -282.7% | +15.4% |
| All | +98.1% | +2,111.4% | -2,013.3% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling