+699.7%
XLP vs AGG
+97.9%
+601.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +8.9% | +2.1% | +6.8% | +8.8% |
| 3M | +7.5% | -0.3% | +7.8% | +7.5% |
| 6M | +9.4% | -0.9% | +10.4% | +9.5% |
| YTD | +19.3% | -0.3% | +19.6% | +19.3% |
| 1Y | +21.7% | 0.0% | +21.7% | +21.7% |
| 3Y | +44.0% | +15.3% | +28.7% | +44.2% |
| 5Y | +42.8% | -1.4% | +44.1% | +39.8% |
| 10Y | +128.8% | +16.9% | +111.9% | +133.7% |
| All | +699.7% | +97.9% | +601.8% | +805.1% |
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