+88.1%
AGG vs XRT
+514.3%
-426.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -0.2% | +0.8% | -1.0% | -0.2% |
| 30D | -0.4% | -4.2% | +3.8% | -0.4% |
| 3M | -0.7% | +5.1% | -5.8% | -0.6% |
| 6M | -1.5% | +2.4% | -3.9% | -1.5% |
| YTD | -0.3% | +3.2% | -3.4% | -0.2% |
| 1Y | +1.3% | +1.5% | -0.2% | +1.3% |
| 3Y | +13.2% | +40.6% | -27.3% | +13.6% |
| 5Y | -1.4% | -1.0% | -0.4% | -1.7% |
| 10Y | +14.9% | +128.4% | -113.6% | +17.2% |
| All | +88.1% | +514.3% | -426.2% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling