+32.0%
XLP vs AGG
-1.4%
+33.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -1.3% | -0.4% | -0.9% | -1.1% |
| 3M | +1.8% | -0.3% | +2.1% | +2.0% |
| 6M | -0.8% | -1.2% | +0.4% | -0.2% |
| YTD | +9.5% | -0.4% | +9.9% | +9.8% |
| 1Y | +7.2% | +0.4% | +6.8% | +7.0% |
| 3Y | +27.1% | +13.4% | +13.7% | +20.3% |
| 5Y | +32.0% | -1.4% | +33.5% | +26.5% |
| All | +32.0% | -1.4% | +33.4% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling