+14.1%
AGG vs STZ
-11.3%
+25.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -1.1% | -4.5% | +3.4% | -1.0% |
| 30D | -1.1% | -8.6% | +7.4% | -1.0% |
| 3M | -1.9% | -13.8% | +11.8% | -1.6% |
| 6M | -1.7% | -17.2% | +15.4% | -1.3% |
| YTD | -1.3% | -9.4% | +8.1% | -1.2% |
| 1Y | -0.7% | -11.9% | +11.1% | -0.6% |
| 3Y | +12.5% | -49.6% | +62.1% | +14.0% |
| 5Y | -2.5% | -37.2% | +34.7% | -1.6% |
| All | +14.1% | -11.3% | +25.5% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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