+26.5%
AGG vs ALM
+3,551.9%
-3,525.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.9% | -0.1% |
| 7D | -1.5% | +1.2% | -2.7% | -1.5% |
| 30D | +0.6% | -19.3% | +20.0% | +0.7% |
| 3M | -1.6% | -40.6% | +39.0% | -1.6% |
| 6M | -1.6% | -57.9% | +56.3% | -1.6% |
| YTD | -1.5% | -6.7% | +5.2% | -1.5% |
| 1Y | -1.1% | +20.2% | -21.3% | -1.1% |
| 3Y | +13.6% | +879.4% | -865.8% | +13.4% |
| 5Y | -1.7% | +415.3% | -417.0% | -1.9% |
| 10Y | +16.1% | +2,100.8% | -2,084.7% | +15.8% |
| All | +26.5% | +3,551.9% | -3,525.3% | +25.5% |
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