+14.1%
AGG vs BIL
+25.3%
-11.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | -1.1% | +0.3% | -1.4% | -1.2% |
| 3M | -1.9% | +0.9% | -2.9% | -2.1% |
| 6M | -1.7% | +1.8% | -3.5% | -2.2% |
| YTD | -1.3% | +2.5% | -3.8% | -2.0% |
| 1Y | -0.7% | +3.7% | -4.5% | -1.9% |
| 3Y | +12.5% | +14.1% | -1.7% | +7.8% |
| 5Y | -2.5% | +19.5% | -21.9% | -7.8% |
| All | +14.1% | +25.3% | -11.1% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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