+135.0%
DAL vs AGG
+14.8%
+120.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | 0.0% |
| 7D | +0.8% | -0.2% | +0.9% | +1.0% |
| 30D | -11.7% | -0.2% | -11.5% | -11.5% |
| 3M | -2.7% | -0.7% | -2.0% | -1.9% |
| 6M | +30.7% | -1.8% | +32.4% | +33.2% |
| YTD | +14.4% | -0.6% | +14.9% | +15.5% |
| 1Y | +31.2% | +0.4% | +30.8% | +31.4% |
| 3Y | +99.4% | +13.2% | +86.3% | +77.4% |
| 5Y | +98.6% | -2.0% | +100.5% | +110.5% |
| 10Y | +135.0% | +15.1% | +119.9% | +175.3% |
| All | +135.0% | +14.8% | +120.2% | +175.3% |
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