-13.1%
SLB vs AGG
+16.8%
-29.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.5% | -1.5% | +5.0% | +3.4% |
| 30D | +6.5% | +0.6% | +5.9% | +6.6% |
| 3M | -0.2% | -1.6% | +1.4% | -0.4% |
| 6M | -5.7% | -1.6% | -4.1% | -5.9% |
| YTD | +36.8% | -1.5% | +38.4% | +36.6% |
| 1Y | +45.8% | -1.1% | +46.9% | +45.6% |
| 3Y | +3.4% | +13.6% | -10.3% | +5.2% |
| 5Y | +76.1% | -1.7% | +77.8% | +80.1% |
| All | -13.1% | +16.8% | -29.9% | -0.7% |
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