+744.2%
XLU vs AGG
+96.0%
+648.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -1.1% | -0.6% | -1.1% |
| 30D | -3.3% | -1.1% | -2.2% | -2.8% |
| 3M | -3.2% | -1.9% | -1.2% | -2.3% |
| 6M | -7.0% | -1.7% | -5.2% | -6.2% |
| YTD | +0.6% | -1.3% | +1.9% | +1.3% |
| 1Y | +2.4% | -0.7% | +3.2% | +2.8% |
| 3Y | +46.3% | +12.5% | +33.8% | +39.3% |
| 5Y | +44.0% | -2.5% | +46.4% | +42.5% |
| 10Y | +140.1% | +14.2% | +125.8% | +128.7% |
| All | +744.2% | +96.0% | +648.2% | +582.6% |
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