+139.5%
XLP vs AGG
+16.8%
+122.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +2.5% | -1.5% | +4.0% | +3.2% |
| 30D | +7.3% | +0.6% | +6.7% | +7.1% |
| 3M | +8.1% | -1.6% | +9.7% | +8.8% |
| 6M | +10.5% | -1.6% | +12.1% | +11.2% |
| YTD | +21.2% | -1.5% | +22.7% | +22.0% |
| 1Y | +22.7% | -1.1% | +23.8% | +23.3% |
| 3Y | +44.8% | +13.6% | +31.2% | +38.7% |
| 5Y | +44.7% | -1.7% | +46.4% | +42.6% |
| All | +139.5% | +16.8% | +122.7% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling