+13.6%
AGG vs BAH
-26.8%
+40.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -1.5% | +1.7% | -3.2% | -1.5% |
| 30D | +0.6% | +20.8% | -20.1% | +0.4% |
| 3M | -1.6% | +11.6% | -13.2% | -1.8% |
| 6M | -1.6% | +23.1% | -24.7% | -1.8% |
| YTD | -1.5% | +5.3% | -6.8% | -1.6% |
| 1Y | -1.1% | +6.1% | -7.2% | -1.2% |
| 3Y | +13.6% | -27.5% | +41.1% | +13.8% |
| All | +13.6% | -26.8% | +40.4% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling