+14.4%
BABA vs AGG
+14.3%
+0.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -2.9% | -0.9% | -2.0% | -2.5% |
| 30D | -15.1% | -1.0% | -14.1% | -14.7% |
| 3M | -5.0% | -1.3% | -3.8% | -4.5% |
| 6M | -19.9% | -2.1% | -17.9% | -19.1% |
| YTD | -25.3% | -1.2% | -24.0% | -24.8% |
| 1Y | -23.9% | -0.5% | -23.4% | -23.7% |
| 3Y | +28.1% | +12.4% | +15.7% | +21.3% |
| 5Y | -31.4% | -2.4% | -29.0% | -35.0% |
| All | +14.4% | +14.3% | +0.2% | +12.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling