+14.2%
AGG vs ALL
+361.5%
-347.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -0.9% | -4.3% | +3.4% | -0.9% |
| 30D | -1.0% | -3.6% | +2.6% | -0.9% |
| 3M | -1.3% | +13.2% | -14.5% | -1.4% |
| 6M | -2.1% | +22.5% | -24.6% | -2.3% |
| YTD | -1.2% | +22.7% | -24.0% | -1.5% |
| 1Y | -0.5% | +28.3% | -28.8% | -0.8% |
| 3Y | +12.4% | +152.0% | -139.6% | +11.2% |
| 5Y | -2.4% | +115.4% | -117.8% | -3.3% |
| All | +14.2% | +361.5% | -347.3% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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