+96.4%
AGG vs BG
+630.7%
-534.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | -0.9% | +3.7% | -4.6% | -0.9% |
| 30D | -1.0% | +12.3% | -13.3% | -1.0% |
| 3M | -1.3% | -2.2% | +0.9% | -1.3% |
| 6M | -2.1% | +5.3% | -7.4% | -2.1% |
| YTD | -1.2% | +42.4% | -43.6% | -1.3% |
| 1Y | -0.5% | +55.2% | -55.7% | -0.5% |
| 3Y | +12.4% | +21.0% | -8.5% | +12.4% |
| 5Y | -2.4% | +87.1% | -89.5% | -2.6% |
| 10Y | +14.3% | +169.8% | -155.5% | +13.7% |
| All | +96.4% | +630.7% | -534.4% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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