+12.6%
AGG vs GEN
+58.7%
-46.2%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -0.9% | -4.4% | +3.4% | -0.8% |
| 30D | -1.0% | +3.7% | -4.7% | -1.1% |
| 3M | -1.3% | +22.2% | -23.5% | -2.1% |
| 6M | -2.1% | +38.9% | -41.0% | -3.4% |
| YTD | -1.2% | +11.9% | -13.1% | -1.7% |
| 1Y | -0.5% | +4.5% | -5.0% | -0.6% |
| All | +12.6% | +58.7% | -46.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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