+973.4%
XLY vs AGG
+96.0%
+877.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -1.1% | -0.6% | -1.7% |
| 30D | -4.2% | -1.1% | -3.0% | -4.2% |
| 3M | -2.7% | -1.9% | -0.7% | -2.8% |
| 6M | -0.6% | -1.7% | +1.1% | -0.7% |
| YTD | -5.0% | -1.3% | -3.7% | -5.1% |
| 1Y | -4.1% | -0.7% | -3.4% | -4.1% |
| 3Y | +33.6% | +12.5% | +21.1% | +35.3% |
| 5Y | +28.7% | -2.5% | +31.2% | +22.2% |
| 10Y | +219.6% | +14.2% | +205.4% | +235.7% |
| All | +973.4% | +96.0% | +877.4% | +1,377.8% |
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