+1,977.0%
UNH vs AGG
+96.1%
+1,880.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -3.2% | -0.9% | -2.2% | -3.0% |
| 30D | -3.5% | -1.0% | -2.5% | -3.3% |
| 3M | -4.2% | -1.3% | -2.9% | -3.9% |
| 6M | +38.3% | -2.1% | +40.4% | +38.8% |
| YTD | +19.2% | -1.2% | +20.4% | +19.5% |
| 1Y | +15.0% | -0.5% | +15.5% | +15.1% |
| 3Y | -14.5% | +12.4% | -27.0% | -16.3% |
| 5Y | +4.6% | -2.4% | +7.0% | +5.0% |
| 10Y | +241.1% | +14.3% | +226.8% | +234.2% |
| All | +1,977.0% | +96.1% | +1,880.9% | +1,417.6% |
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