+25.0%
ALAB vs AGG
-0.7%
+25.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.5% |
| 7D | -6.2% | -1.1% | -5.1% | -3.7% |
| 30D | -8.7% | -1.1% | -7.5% | -6.0% |
| 3M | -20.7% | -1.9% | -18.8% | -16.9% |
| 6M | +133.5% | -1.7% | +135.2% | +138.0% |
| YTD | +75.1% | -1.3% | +76.4% | +83.2% |
| 1Y | +25.0% | -0.7% | +25.8% | +40.1% |
| All | +25.0% | -0.7% | +25.7% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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