+96.4%
AGG vs JBL
+1,406.5%
-1,310.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.7% |
| 7D | -0.9% | -1.0% | +0.1% | -0.9% |
| 30D | -1.0% | -15.1% | +14.1% | -1.0% |
| 3M | -1.3% | -14.0% | +12.8% | -1.3% |
| 6M | -2.1% | +20.6% | -22.7% | -2.0% |
| YTD | -1.2% | +32.9% | -34.1% | -1.1% |
| 1Y | -0.5% | +40.5% | -41.0% | -0.4% |
| 3Y | +12.4% | +183.7% | -171.3% | +12.8% |
| 5Y | -2.4% | +388.3% | -390.8% | -1.9% |
| 10Y | +14.3% | +1,464.9% | -1,450.6% | +15.8% |
| All | +96.4% | +1,406.5% | -1,310.1% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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