+136.8%
XLP vs AGG
+16.8%
+119.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | -0.6% | 0.0% | -0.3% |
| 30D | +8.3% | +1.6% | +6.7% | +7.7% |
| 3M | +8.7% | -0.5% | +9.2% | +8.9% |
| 6M | +11.2% | -1.1% | +12.3% | +11.7% |
| YTD | +20.0% | -0.7% | +20.7% | +20.4% |
| 1Y | +21.3% | -0.7% | +22.0% | +21.7% |
| 3Y | +43.8% | +14.5% | +29.3% | +37.4% |
| 5Y | +43.3% | -0.9% | +44.2% | +40.8% |
| 10Y | +136.8% | +17.1% | +119.7% | +129.5% |
| All | +136.8% | +16.8% | +119.9% | +129.5% |
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