+639.3%
XLP vs AGG
+98.1%
+541.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | -0.9% | -0.4% | -0.5% | -0.9% |
| 3M | +3.8% | -0.7% | +4.5% | +3.8% |
| 6M | -1.7% | -1.5% | -0.2% | -1.7% |
| YTD | +10.3% | -0.3% | +10.5% | +10.3% |
| 1Y | +7.8% | +1.3% | +6.5% | +7.8% |
| 3Y | +27.2% | +13.2% | +14.0% | +27.3% |
| 5Y | +32.5% | -1.4% | +34.0% | +29.8% |
| 10Y | +101.8% | +14.9% | +86.9% | +105.1% |
| All | +639.3% | +98.1% | +541.3% | +736.8% |
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