+14.1%
AGG vs IT
+103.1%
-88.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.3% | -0.1% |
| 7D | -1.1% | -3.7% | +2.6% | -1.0% |
| 30D | -1.1% | +0.1% | -1.2% | -1.2% |
| 3M | -1.9% | +20.7% | -22.6% | -2.3% |
| 6M | -1.7% | +12.0% | -13.7% | -2.0% |
| YTD | -1.3% | -28.8% | +27.5% | -0.9% |
| 1Y | -0.7% | -25.5% | +24.8% | -0.4% |
| 3Y | +12.5% | -48.8% | +61.2% | +13.3% |
| 5Y | -2.5% | -42.7% | +40.3% | -2.1% |
| All | +14.1% | +103.1% | -88.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling