+96.2%
AGG vs SU
+1,167.9%
-1,071.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -1.1% | +2.2% | -3.3% | -1.1% |
| 30D | -1.1% | +8.4% | -9.6% | -1.1% |
| 3M | -1.9% | +12.1% | -14.0% | -1.9% |
| 6M | -1.7% | +19.7% | -21.4% | -1.7% |
| YTD | -1.3% | +58.4% | -59.7% | -1.3% |
| 1Y | -0.7% | +67.2% | -68.0% | -0.8% |
| 3Y | +12.5% | +125.0% | -112.6% | +12.4% |
| 5Y | -2.5% | +355.1% | -357.5% | -2.7% |
| 10Y | +14.2% | +263.7% | -249.4% | +13.7% |
| All | +96.2% | +1,167.9% | -1,071.7% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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