+12.6%
AGG vs BAX
-34.3%
+46.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -0.9% | -5.4% | +4.5% | -0.8% |
| 30D | -1.0% | -12.4% | +11.4% | -0.6% |
| 3M | -1.3% | +19.1% | -20.4% | -1.8% |
| 6M | -2.1% | +38.6% | -40.7% | -2.9% |
| YTD | -1.2% | +26.7% | -27.9% | -2.0% |
| 1Y | -0.5% | +1.0% | -1.5% | -0.8% |
| All | +12.6% | -34.3% | +46.9% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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