+147.5%
GE vs AGG
+14.2%
+133.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -4.0% | -1.1% | -2.9% | -3.9% |
| 30D | -11.4% | -1.1% | -10.3% | -11.3% |
| 3M | -2.6% | -1.9% | -0.7% | -2.5% |
| 6M | -0.3% | -1.7% | +1.4% | -0.3% |
| YTD | +5.4% | -1.3% | +6.7% | +5.5% |
| 1Y | +15.5% | -0.7% | +16.3% | +15.7% |
| 3Y | +260.8% | +12.5% | +248.3% | +263.6% |
| 5Y | +421.6% | -2.5% | +424.1% | +395.2% |
| All | +147.5% | +14.2% | +133.3% | +166.9% |
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