+14.2%
AGG vs AG
+73.4%
-59.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.6% |
| 7D | -0.9% | -5.8% | +4.9% | -0.8% |
| 30D | -1.0% | +6.4% | -7.3% | -1.1% |
| 3M | -1.3% | +28.4% | -29.7% | -1.9% |
| 6M | -2.1% | -24.5% | +22.4% | -1.8% |
| YTD | -1.2% | +21.2% | -22.4% | -2.0% |
| 1Y | -0.5% | +114.1% | -114.6% | -2.6% |
| 3Y | +12.4% | +268.0% | -255.6% | +7.7% |
| 5Y | -2.4% | +67.3% | -69.7% | -5.5% |
| All | +14.2% | +73.4% | -59.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling