-2.0%
AGG vs AR
+148.2%
-150.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | -0.2% | +5.5% | -5.8% | -0.2% |
| 3M | -0.7% | +12.9% | -13.6% | -0.7% |
| 6M | -1.8% | +0.1% | -1.8% | -1.7% |
| YTD | -0.6% | +13.5% | -14.1% | -0.6% |
| 1Y | +0.4% | +21.6% | -21.2% | +0.4% |
| 3Y | +13.2% | +46.0% | -32.8% | +13.1% |
| 5Y | -2.0% | +143.7% | -145.7% | -0.9% |
| All | -2.0% | +148.2% | -150.2% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling