+96.4%
AGG vs ITW
+1,220.8%
-1,124.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -0.9% | -2.4% | +1.4% | -0.9% |
| 30D | -1.0% | -9.5% | +8.6% | -1.0% |
| 3M | -1.3% | +6.6% | -7.9% | -1.3% |
| 6M | -2.1% | -1.8% | -0.3% | -2.1% |
| YTD | -1.2% | +9.0% | -10.2% | -1.2% |
| 1Y | -0.5% | +3.6% | -4.0% | -0.5% |
| 3Y | +12.4% | +19.4% | -7.0% | +12.6% |
| 5Y | -2.4% | +36.4% | -38.8% | -2.2% |
| 10Y | +14.3% | +190.0% | -175.6% | +16.6% |
| All | +96.4% | +1,220.8% | -1,124.4% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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