+87.9%
AGG vs XRT
+501.1%
-413.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -0.4% | -5.6% | +5.3% | -0.4% |
| 3M | -0.3% | +2.5% | -2.8% | -0.3% |
| 6M | -1.2% | +3.7% | -4.9% | -1.2% |
| YTD | -0.4% | +1.0% | -1.3% | -0.3% |
| 1Y | +0.4% | -1.2% | +1.6% | +0.4% |
| 3Y | +13.4% | +43.4% | -29.9% | +13.9% |
| 5Y | -1.4% | -0.7% | -0.7% | -1.7% |
| 10Y | +14.8% | +123.7% | -108.9% | +17.1% |
| All | +87.9% | +501.1% | -413.2% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XRT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling