+29.2%
AGG vs AR
-27.2%
+56.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | 0.0% |
| 7D | -0.2% | +2.5% | -2.7% | -0.1% |
| 30D | -0.4% | +14.8% | -15.2% | -0.3% |
| 3M | -0.7% | +6.2% | -6.9% | -0.6% |
| 6M | -1.5% | +4.3% | -5.8% | -1.5% |
| YTD | -0.3% | +14.4% | -14.6% | -0.2% |
| 1Y | +1.3% | +21.3% | -20.0% | +1.4% |
| 3Y | +13.2% | +39.8% | -26.6% | +13.4% |
| 5Y | -1.4% | +142.1% | -143.5% | -0.9% |
| 10Y | +14.9% | +52.0% | -37.2% | +14.4% |
| All | +29.2% | -27.2% | +56.4% | +28.0% |
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