+1,010.1%
XLI vs AGG
+96.1%
+914.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.8% |
| 7D | -2.3% | -0.9% | -1.4% | -2.4% |
| 30D | -8.2% | -1.0% | -7.2% | -8.3% |
| 3M | +0.8% | -1.3% | +2.1% | +0.6% |
| 6M | +0.8% | -2.1% | +2.9% | +0.5% |
| YTD | +10.5% | -1.2% | +11.8% | +10.3% |
| 1Y | +14.1% | -0.5% | +14.6% | +14.1% |
| 3Y | +68.6% | +12.4% | +56.2% | +72.2% |
| 5Y | +80.4% | -2.4% | +82.8% | +74.0% |
| 10Y | +254.6% | +14.3% | +240.3% | +272.9% |
| All | +1,010.1% | +96.1% | +914.0% | +1,258.3% |
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 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