+547.1%
XYZ vs AGG
+19.4%
+527.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +3.0% |
| 7D | -1.1% | -1.5% | +0.5% | +1.5% |
| 30D | +11.5% | +0.6% | +10.9% | +10.6% |
| 3M | +1.8% | -1.6% | +3.4% | +4.8% |
| 6M | +21.2% | -1.6% | +22.8% | +25.2% |
| YTD | +29.9% | -1.5% | +31.5% | +34.2% |
| 1Y | +35.8% | -1.1% | +36.9% | +39.4% |
| 3Y | +62.6% | +13.6% | +49.0% | +34.8% |
| 5Y | -62.8% | -1.7% | -61.1% | -63.8% |
| 10Y | +612.0% | +16.1% | +595.8% | +662.4% |
| All | +547.1% | +19.4% | +527.7% | +660.6% |
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