+14.2%
AGG vs STT
+267.9%
-253.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.7% |
| 7D | -0.9% | -1.4% | +0.4% | -0.9% |
| 30D | -1.0% | +2.2% | -3.1% | -1.0% |
| 3M | -1.3% | +18.8% | -20.1% | -1.3% |
| 6M | -2.1% | +57.9% | -60.0% | -2.2% |
| YTD | -1.2% | +51.0% | -52.2% | -1.3% |
| 1Y | -0.5% | +77.1% | -77.6% | -0.6% |
| 3Y | +12.4% | +199.8% | -187.4% | +12.3% |
| 5Y | -2.4% | +156.0% | -158.4% | -2.7% |
| All | +14.2% | +267.9% | -253.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling