+96.2%
AGG vs SPYG
+1,383.0%
-1,286.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | -1.1% | -1.5% | +0.4% | -1.1% |
| 3M | -1.9% | +3.7% | -5.7% | -1.9% |
| 6M | -1.7% | +16.4% | -18.1% | -1.7% |
| YTD | -1.3% | +13.3% | -14.6% | -1.3% |
| 1Y | -0.7% | +17.9% | -18.6% | -0.8% |
| 3Y | +12.5% | +98.3% | -85.9% | +12.6% |
| 5Y | -2.5% | +86.4% | -88.9% | -2.6% |
| 10Y | +14.2% | +421.9% | -407.7% | +17.5% |
| All | +96.2% | +1,383.0% | -1,286.8% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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