+100.0%
DAL vs AGG
+13.2%
+86.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +3.4% | +0.1% | +3.2% | +3.3% |
| 30D | -13.6% | -0.4% | -13.2% | -13.2% |
| 3M | +1.2% | -0.3% | +1.5% | +1.6% |
| 6M | +34.5% | -1.2% | +35.7% | +35.8% |
| YTD | +14.7% | -0.4% | +15.0% | +15.4% |
| 1Y | +29.2% | +0.4% | +28.9% | +29.8% |
| 3Y | +100.0% | +13.4% | +86.6% | +85.6% |
| All | +100.0% | +13.2% | +86.7% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling