+97.6%
AGG vs RJF
+2,186.2%
-2,088.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -0.2% | -2.0% | +1.8% | -0.3% |
| 3M | -0.7% | +16.3% | -17.0% | -0.4% |
| 6M | -1.8% | +16.9% | -18.7% | -1.5% |
| YTD | -0.6% | +10.4% | -11.0% | -0.4% |
| 1Y | +0.4% | +7.4% | -7.0% | +0.5% |
| 3Y | +13.2% | +72.2% | -59.1% | +14.4% |
| 5Y | -2.0% | +105.1% | -107.1% | -0.4% |
| 10Y | +15.1% | +430.9% | -415.9% | +19.3% |
| All | +97.6% | +2,186.2% | -2,088.5% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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