+14.1%
AGG vs BBWI
-55.0%
+69.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.1% |
| 7D | -1.1% | -4.8% | +3.8% | -1.0% |
| 30D | -1.1% | +3.5% | -4.6% | -1.2% |
| 3M | -1.9% | -0.3% | -1.6% | -2.0% |
| 6M | -1.7% | -5.4% | +3.7% | -1.7% |
| YTD | -1.3% | -4.7% | +3.4% | -1.3% |
| 1Y | -0.7% | -30.5% | +29.7% | -0.6% |
| 3Y | +12.5% | -44.3% | +56.8% | +12.6% |
| 5Y | -2.5% | -66.9% | +64.4% | -2.4% |
| All | +14.1% | -55.0% | +69.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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