+103.4%
DAL vs AGG
-1.4%
+104.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +8.8% | +0.2% | +8.6% | +8.6% |
| 30D | +5.4% | +2.4% | +3.0% | +3.7% |
| 3M | -4.9% | -0.2% | -4.7% | -4.8% |
| 6M | +19.8% | -1.0% | +20.8% | +20.7% |
| YTD | +27.0% | -0.4% | +27.4% | +27.6% |
| 1Y | +52.5% | -0.1% | +52.5% | +53.0% |
| 3Y | +173.8% | +15.3% | +158.6% | +156.1% |
| All | +103.4% | -1.4% | +104.9% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling