-2.0%
AGG vs RL
+233.3%
-235.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -0.2% | -17.5% | +17.3% | +0.1% |
| 3M | -0.7% | -14.0% | +13.3% | -0.4% |
| 6M | -1.8% | -2.0% | +0.2% | -1.8% |
| YTD | -0.6% | -4.6% | +4.0% | -0.6% |
| 1Y | +0.4% | +9.5% | -9.1% | +0.1% |
| 3Y | +13.2% | +200.5% | -187.3% | +10.1% |
| 5Y | -2.0% | +226.3% | -228.2% | -5.6% |
| All | -2.0% | +233.3% | -235.3% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 5y: compounded portfolio wealth divided by compounded RL 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…
5y analysis · Full analysis span regression · 6 months rolling