+98.1%
AGG vs BAX
+143.3%
-45.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.1% |
| 7D | +0.1% | -2.4% | +2.6% | +0.1% |
| 30D | -0.4% | -9.7% | +9.4% | -0.4% |
| 3M | -0.3% | +29.3% | -29.5% | -0.3% |
| 6M | -1.2% | +40.7% | -41.9% | -1.2% |
| YTD | -0.4% | +30.3% | -30.6% | -0.3% |
| 1Y | +0.4% | +3.4% | -3.0% | +0.3% |
| 3Y | +13.4% | -32.0% | +45.4% | +13.2% |
| 5Y | -1.4% | -66.9% | +65.4% | -2.4% |
| 10Y | +14.8% | -37.1% | +51.9% | +14.7% |
| All | +98.1% | +143.3% | -45.2% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling