+46.2%
SLB vs AGG
-0.5%
+46.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | +2.5% | +2.4% | +0.2% | +0.8% |
| 3M | +2.0% | -1.0% | +3.0% | +2.9% |
| 6M | -6.3% | -0.9% | -5.4% | -5.7% |
| YTD | +36.5% | -0.9% | +37.4% | +37.9% |
| 1Y | +46.2% | -0.5% | +46.7% | +47.3% |
| All | +46.2% | -0.5% | +46.7% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling