+14.1%
AGG vs APA
-2.4%
+16.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.1% | +4.6% | -5.6% | -1.0% |
| 30D | -1.1% | +11.9% | -13.1% | -1.1% |
| 3M | -1.9% | +22.5% | -24.4% | -1.8% |
| 6M | -1.7% | +37.5% | -39.2% | -1.6% |
| YTD | -1.3% | +87.2% | -88.5% | -1.1% |
| 1Y | -0.7% | +101.4% | -102.2% | -0.5% |
| 3Y | +12.5% | +16.9% | -4.4% | +12.6% |
| 5Y | -2.5% | +178.4% | -180.9% | -2.1% |
| All | +14.1% | -2.4% | +16.5% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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