+28.2%
AGG vs ALM
+7,705.7%
-7,677.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -0.2% | -2.6% | +2.4% | -0.2% |
| 30D | -0.4% | +32.0% | -32.4% | -0.4% |
| 3M | -0.7% | -15.0% | +14.4% | -0.7% |
| 6M | -1.5% | -10.1% | +8.6% | -1.5% |
| YTD | -0.3% | +99.4% | -99.7% | -0.3% |
| 1Y | +1.3% | +316.4% | -315.0% | +1.2% |
| 3Y | +13.2% | +2,022.0% | -2,008.7% | +12.9% |
| 5Y | -1.4% | +941.2% | -942.6% | -1.7% |
| 10Y | +14.9% | +2,950.3% | -2,935.5% | +14.4% |
| All | +28.2% | +7,705.7% | -7,677.6% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling