+332.0%
XLF vs AGG
+96.1%
+235.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.7% |
| 7D | -2.9% | -0.9% | -2.0% | -3.3% |
| 30D | -1.6% | -1.0% | -0.6% | -2.1% |
| 3M | +9.3% | -1.3% | +10.6% | +8.5% |
| 6M | +14.6% | -2.1% | +16.7% | +13.3% |
| YTD | +4.7% | -1.2% | +6.0% | +4.0% |
| 1Y | +8.6% | -0.5% | +9.1% | +8.4% |
| 3Y | +73.9% | +12.4% | +61.4% | +85.5% |
| 5Y | +65.0% | -2.4% | +67.4% | +55.7% |
| 10Y | +250.4% | +14.3% | +236.1% | +290.4% |
| All | +332.0% | +96.1% | +235.9% | +559.9% |
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