-1.6%
AGG vs STT
+105.9%
-107.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -1.4% | +5.1% | -6.6% | -1.6% |
| 30D | +0.9% | -0.2% | +1.1% | +0.9% |
| 3M | -1.2% | -8.1% | +6.9% | -1.0% |
| 6M | -1.4% | +16.6% | -18.1% | -1.8% |
| YTD | -1.4% | +37.8% | -39.2% | -2.2% |
| 1Y | -1.3% | +46.8% | -48.1% | -2.2% |
| 3Y | +13.8% | +181.2% | -167.4% | +10.6% |
| 5Y | -1.6% | +105.1% | -106.7% | -5.9% |
| All | -1.6% | +105.9% | -107.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling