+98.1%
AGG vs SPY
+1,058.9%
-960.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | -0.4% | -0.9% | +0.6% | -0.4% |
| 3M | -0.3% | +3.9% | -4.2% | -0.3% |
| 6M | -1.2% | +14.5% | -15.7% | -1.2% |
| YTD | -0.4% | +12.9% | -13.3% | -0.3% |
| 1Y | +0.4% | +19.4% | -19.0% | +0.4% |
| 3Y | +13.4% | +78.5% | -65.0% | +13.6% |
| 5Y | -1.4% | +81.8% | -83.2% | -1.3% |
| 10Y | +14.8% | +311.5% | -296.7% | +17.3% |
| All | +98.1% | +1,058.9% | -960.8% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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