+139.3%
SLB vs AGG
-1.7%
+141.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.2% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +7.8% | -0.2% | +8.0% | +7.7% |
| 3M | +2.7% | -0.7% | +3.4% | +2.4% |
| 6M | +22.2% | -1.8% | +23.9% | +21.2% |
| YTD | +51.1% | -0.6% | +51.7% | +50.7% |
| 1Y | +63.3% | +0.4% | +63.0% | +63.7% |
| 3Y | +2.4% | +13.2% | -10.7% | +9.3% |
| 5Y | +139.3% | -2.0% | +141.3% | +80.4% |
| All | +139.3% | -1.7% | +141.1% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling