+106.2%
XLP vs AGG
+14.8%
+91.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -2.2% | -0.2% | -2.0% | -2.1% |
| 3M | -0.6% | -0.7% | +0.1% | -0.3% |
| 6M | -2.2% | -1.8% | -0.4% | -1.5% |
| YTD | +8.3% | -0.6% | +8.8% | +8.5% |
| 1Y | +5.7% | +0.4% | +5.4% | +5.6% |
| 3Y | +25.7% | +13.2% | +12.5% | +20.3% |
| 5Y | +31.3% | -2.0% | +33.2% | +29.5% |
| 10Y | +106.2% | +15.1% | +91.1% | +100.2% |
| All | +106.2% | +14.8% | +91.3% | +100.2% |
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