+47.2%
XYZ vs AGG
+13.3%
+33.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.4% |
| 7D | -3.7% | -0.2% | -3.5% | -3.4% |
| 30D | +0.5% | -0.2% | +0.8% | +1.1% |
| 3M | +16.3% | -0.7% | +17.0% | +18.3% |
| 6M | +21.1% | -1.8% | +22.9% | +25.8% |
| YTD | +22.0% | -0.6% | +22.6% | +24.2% |
| 1Y | +5.2% | +0.4% | +4.8% | +5.4% |
| All | +47.2% | +13.3% | +33.9% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling