+512.9%
XYZ vs AGG
+20.8%
+492.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.0% |
| 7D | +2.9% | +0.1% | +2.7% | +2.6% |
| 30D | +1.4% | -0.4% | +1.8% | +2.1% |
| 3M | +14.6% | -0.3% | +14.8% | +15.4% |
| 6M | +20.8% | -1.2% | +22.0% | +23.8% |
| YTD | +23.1% | -0.4% | +23.4% | +24.4% |
| 1Y | +5.6% | +0.4% | +5.2% | +5.6% |
| 3Y | +50.9% | +13.4% | +37.5% | +25.2% |
| 5Y | -68.6% | -1.4% | -67.1% | -69.8% |
| 10Y | +580.0% | +14.8% | +565.1% | +600.1% |
| All | +512.9% | +20.8% | +492.0% | +605.1% |
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