+14.1%
AGG vs AR
+41.9%
-27.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | -1.1% | -2.5% | +1.4% | -1.1% |
| 30D | -1.1% | +2.5% | -3.7% | -1.1% |
| 3M | -1.9% | +12.3% | -14.2% | -1.9% |
| 6M | -1.7% | -3.1% | +1.4% | -1.7% |
| YTD | -1.3% | +11.5% | -12.8% | -1.3% |
| 1Y | -0.7% | +17.0% | -17.8% | -0.7% |
| 3Y | +12.5% | +47.3% | -34.8% | +12.6% |
| 5Y | -2.5% | +141.2% | -143.7% | -2.0% |
| All | +14.1% | +41.9% | -27.7% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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