+666.6%
XLB vs AGG
+97.9%
+568.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.2% | +0.1% | -0.4% | -0.2% |
| 30D | -1.7% | -0.4% | -1.4% | -1.7% |
| 3M | +4.4% | -0.3% | +4.6% | +4.3% |
| 6M | +5.0% | -1.2% | +6.3% | +5.0% |
| YTD | +15.5% | -0.4% | +15.8% | +15.5% |
| 1Y | +14.9% | +0.4% | +14.5% | +15.0% |
| 3Y | +34.5% | +13.4% | +21.1% | +36.0% |
| 5Y | +36.5% | -1.4% | +38.0% | +31.7% |
| 10Y | +159.6% | +14.8% | +144.8% | +168.1% |
| All | +666.6% | +97.9% | +568.8% | +765.0% |
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