+2,131.5%
SPGI vs AGG
+98.1%
+2,033.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +8.4% | -0.4% | +8.8% | +8.5% |
| 3M | +11.8% | -0.7% | +12.5% | +12.1% |
| 6M | +5.7% | -1.5% | +7.2% | +6.2% |
| YTD | -9.7% | -0.3% | -9.4% | -9.6% |
| 1Y | -12.5% | +1.3% | -13.8% | -12.8% |
| 3Y | +21.8% | +13.2% | +8.6% | +18.2% |
| 5Y | +8.2% | -1.4% | +9.6% | +3.9% |
| 10Y | +309.5% | +14.9% | +294.7% | +315.3% |
| All | +2,131.5% | +98.1% | +2,033.4% | +2,278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling