+14.1%
AGG vs BAH
+207.9%
-193.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.1% | +4.3% | -5.3% | -1.1% |
| 30D | -1.1% | -2.5% | +1.3% | -1.1% |
| 3M | -1.9% | -0.9% | -1.0% | -1.9% |
| 6M | -1.7% | +1.5% | -3.2% | -1.7% |
| YTD | -1.3% | -8.0% | +6.7% | -1.3% |
| 1Y | -0.7% | -24.7% | +24.0% | -0.6% |
| 3Y | +12.5% | -28.4% | +40.9% | +12.6% |
| 5Y | -2.5% | +2.8% | -5.3% | -2.5% |
| All | +14.1% | +207.9% | -193.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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