+220.0%
UPS vs AGG
+97.4%
+122.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -3.7% | -0.2% | -3.5% | -3.8% |
| 3M | -6.6% | -0.7% | -5.9% | -6.7% |
| 6M | +2.6% | -1.8% | +4.3% | +2.0% |
| YTD | +4.8% | -0.6% | +5.4% | +4.6% |
| 1Y | +25.3% | +0.4% | +24.9% | +25.4% |
| 3Y | -26.9% | +13.2% | -40.0% | -24.0% |
| 5Y | -33.5% | -2.0% | -31.5% | -36.6% |
| 10Y | +36.1% | +15.1% | +21.0% | +43.8% |
| All | +220.0% | +97.4% | +122.6% | +305.8% |
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