-0.7%
AGG vs XRT
-1.4%
+0.7%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -1.1% | -3.2% | +2.1% | -0.8% |
| 30D | -1.1% | -4.5% | +3.3% | -0.8% |
| 3M | -1.9% | -3.1% | +1.1% | -1.7% |
| 6M | -1.7% | +4.2% | -5.9% | -2.0% |
| YTD | -1.3% | -0.1% | -1.2% | -1.5% |
| 1Y | -0.7% | -3.0% | +2.3% | -0.8% |
| All | -0.7% | -1.4% | +0.7% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling