+39.0%
AGG vs BAH
+1,076.0%
-1,037.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -1.6% | +11.6% | -13.2% | -1.6% |
| 6M | -1.6% | +23.1% | -24.7% | -1.6% |
| YTD | -1.5% | +5.3% | -6.8% | -1.5% |
| 1Y | -1.1% | +6.1% | -7.2% | -1.1% |
| 3Y | +13.6% | -27.5% | +41.1% | +13.6% |
| 5Y | -1.7% | +6.2% | -7.9% | -1.5% |
| 10Y | +16.1% | +202.2% | -186.1% | +17.9% |
| All | +39.0% | +1,076.0% | -1,037.0% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling