+28.9%
AGG vs QXO
-8.4%
+37.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.1% | -7.8% | +6.7% | -1.1% |
| 30D | -1.1% | -18.1% | +17.0% | -1.2% |
| 3M | -1.9% | -25.8% | +23.8% | -1.9% |
| 6M | -1.7% | -41.7% | +40.0% | -1.7% |
| YTD | -1.3% | -36.2% | +34.9% | -1.3% |
| 1Y | -0.7% | -42.1% | +41.4% | -0.8% |
| 3Y | +12.5% | -46.2% | +58.6% | +12.6% |
| 5Y | -2.5% | -70.7% | +68.2% | -2.4% |
| 10Y | +14.2% | +36.5% | -22.3% | +14.4% |
| All | +28.9% | -8.4% | +37.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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