+351.3%
DAL vs AGG
+74.9%
+276.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -13.9% | -0.4% | -13.5% | -13.9% |
| 3M | +1.1% | -0.7% | +1.7% | +1.1% |
| 6M | +26.2% | -1.5% | +27.8% | +26.3% |
| YTD | +16.4% | -0.3% | +16.7% | +16.5% |
| 1Y | +33.9% | +1.3% | +32.5% | +34.0% |
| 3Y | +93.4% | +13.2% | +80.1% | +93.8% |
| 5Y | +106.4% | -1.4% | +107.8% | +100.0% |
| 10Y | +143.0% | +14.9% | +128.1% | +159.4% |
| All | +351.3% | +74.9% | +276.3% | +481.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling