+95.8%
AGG vs RL
+1,802.9%
-1,707.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | -1.5% | +2.6% | -4.1% | -1.5% |
| 30D | +0.6% | +2.9% | -2.3% | +0.7% |
| 3M | -1.6% | 0.0% | -1.6% | -1.6% |
| 6M | -1.6% | +17.1% | -18.7% | -1.5% |
| YTD | -1.5% | +10.1% | -11.6% | -1.4% |
| 1Y | -1.1% | +17.3% | -18.4% | -0.9% |
| 3Y | +13.6% | +249.3% | -235.7% | +15.2% |
| 5Y | -1.7% | +240.9% | -242.6% | -0.3% |
| 10Y | +16.1% | +337.3% | -321.1% | +19.0% |
| All | +95.8% | +1,802.9% | -1,707.1% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling