+96.2%
AGG vs RSG
+2,267.9%
-2,171.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -1.1% | +4.0% | -5.1% | -1.2% |
| 3M | -1.9% | +7.4% | -9.3% | -1.9% |
| 6M | -1.7% | +0.1% | -1.8% | -1.7% |
| YTD | -1.3% | +6.0% | -7.3% | -1.3% |
| 1Y | -0.7% | -3.0% | +2.2% | -0.7% |
| 3Y | +12.5% | +56.5% | -44.0% | +12.5% |
| 5Y | -2.5% | +90.9% | -93.4% | -2.4% |
| 10Y | +14.2% | +428.7% | -414.5% | +15.5% |
| All | +96.2% | +2,267.9% | -2,171.6% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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