+1,046.3%
SPY vs AGG
+97.4%
+948.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.5% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -1.4% | -0.2% | -1.1% | -1.4% |
| 3M | +3.7% | -0.7% | +4.4% | +3.7% |
| 6M | +13.0% | -1.8% | +14.8% | +13.0% |
| YTD | +12.4% | -0.6% | +13.0% | +12.4% |
| 1Y | +18.5% | +0.4% | +18.2% | +18.6% |
| 3Y | +77.6% | +13.2% | +64.5% | +78.7% |
| 5Y | +81.7% | -2.0% | +83.6% | +75.8% |
| 10Y | +319.7% | +15.1% | +304.6% | +333.0% |
| All | +1,046.3% | +97.4% | +948.9% | +1,167.4% |
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 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