+97.6%
AGG vs IT
+1,344.2%
-1,246.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -0.2% | -9.1% | +9.0% | -0.2% |
| 30D | -0.2% | -12.2% | +11.9% | -0.3% |
| 3M | -0.7% | +7.8% | -8.5% | -0.7% |
| 6M | -1.8% | +2.0% | -3.7% | -1.7% |
| YTD | -0.6% | -32.7% | +32.2% | -0.6% |
| 1Y | +0.4% | -31.1% | +31.5% | +0.3% |
| 3Y | +13.2% | -52.1% | +65.3% | +13.1% |
| 5Y | -2.0% | -46.3% | +44.3% | -2.0% |
| 10Y | +15.1% | +91.4% | -76.3% | +16.8% |
| All | +97.6% | +1,344.2% | -1,246.5% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling