+379.9%
CSCO vs AGG
+14.2%
+365.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +2.7% | -1.1% | +3.7% | +2.8% |
| 30D | -9.5% | -1.1% | -8.3% | -9.3% |
| 3M | -7.6% | -1.9% | -5.7% | -7.4% |
| 6M | +44.9% | -1.7% | +46.6% | +45.2% |
| YTD | +47.7% | -1.3% | +49.0% | +47.9% |
| 1Y | +69.1% | -0.7% | +69.8% | +69.2% |
| 3Y | +113.5% | +12.5% | +101.0% | +109.8% |
| 5Y | +122.8% | -2.5% | +125.2% | +114.9% |
| All | +379.9% | +14.2% | +365.7% | +411.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling