+44.3%
UNP vs AGG
+12.6%
+31.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | -1.2% | -0.9% | -0.2% | -0.8% |
| 30D | -2.0% | -1.0% | -1.0% | -1.6% |
| 3M | +7.5% | -1.3% | +8.8% | +8.0% |
| 6M | +15.3% | -2.1% | +17.4% | +16.2% |
| YTD | +25.4% | -1.2% | +26.6% | +26.0% |
| 1Y | +35.6% | -0.5% | +36.1% | +35.9% |
| All | +44.3% | +12.6% | +31.7% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling