+58.7%
SLB vs AGG
-0.5%
+59.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.5% |
| 7D | -2.4% | -0.9% | -1.5% | -2.0% |
| 30D | +4.9% | -1.0% | +5.8% | +5.3% |
| 3M | +1.4% | -1.3% | +2.7% | +1.9% |
| 6M | +17.6% | -2.1% | +19.7% | +18.6% |
| YTD | +48.3% | -1.2% | +49.6% | +49.7% |
| 1Y | +58.7% | -0.5% | +59.2% | +60.2% |
| All | +58.7% | -0.5% | +59.1% | +60.2% |
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