+27.5%
AGG vs AR
-28.5%
+56.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.5% | +7.4% | -8.9% | -1.5% |
| 30D | +0.6% | +5.8% | -5.1% | +0.7% |
| 3M | -1.6% | +5.2% | -6.8% | -1.6% |
| 6M | -1.6% | +5.4% | -7.1% | -1.6% |
| YTD | -1.5% | +12.4% | -13.9% | -1.5% |
| 1Y | -1.1% | +12.8% | -13.9% | -1.0% |
| 3Y | +13.6% | +47.2% | -33.6% | +13.8% |
| 5Y | -1.7% | +101.1% | -102.8% | -1.2% |
| 10Y | +16.1% | +57.6% | -41.5% | +15.7% |
| All | +27.5% | -28.5% | +56.0% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling