+14.1%
AGG vs ALM
+2,589.2%
-2,575.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | 0.0% |
| 7D | -1.1% | -11.8% | +10.8% | -1.0% |
| 30D | -1.1% | +7.8% | -8.9% | -1.2% |
| 3M | -1.9% | -9.3% | +7.3% | -1.9% |
| 6M | -1.7% | -30.5% | +28.8% | -1.7% |
| YTD | -1.3% | +75.8% | -77.1% | -1.7% |
| 1Y | -0.7% | +241.2% | -241.9% | -1.6% |
| 3Y | +12.5% | +1,872.6% | -1,860.1% | +10.2% |
| 5Y | -2.5% | +849.6% | -852.1% | -4.3% |
| All | +14.1% | +2,589.2% | -2,575.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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