-5.9%
SLB vs AGG
+14.3%
-20.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.9% |
| 7D | -2.4% | -0.9% | -1.5% | -2.5% |
| 30D | +4.9% | -1.0% | +5.8% | +4.8% |
| 3M | +1.4% | -1.3% | +2.7% | +1.3% |
| 6M | +17.6% | -2.1% | +19.7% | +17.4% |
| YTD | +48.3% | -1.2% | +49.6% | +48.2% |
| 1Y | +58.7% | -0.5% | +59.2% | +58.6% |
| 3Y | +0.6% | +12.4% | -11.9% | +2.2% |
| 5Y | +133.6% | -2.4% | +136.0% | +139.7% |
| All | -5.9% | +14.3% | -20.2% | +6.5% |
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