-2.6%
AGG vs TE
-48.1%
+45.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -1.1% | -5.9% | +4.8% | -1.1% |
| 3M | -1.9% | -45.6% | +43.6% | -1.7% |
| 6M | -1.7% | -43.4% | +41.7% | -1.6% |
| YTD | -1.3% | -31.0% | +29.7% | -1.3% |
| 1Y | -0.7% | +145.2% | -146.0% | -1.5% |
| 3Y | +12.5% | -24.1% | +36.5% | +12.5% |
| All | -2.6% | -48.1% | +45.5% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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