+14.1%
AGG vs BN
+265.2%
-251.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.1% | -5.2% | +4.1% | -0.9% |
| 30D | -1.1% | -14.5% | +13.3% | -0.6% |
| 3M | -1.9% | -15.0% | +13.1% | -1.4% |
| 6M | -1.7% | -5.4% | +3.7% | -1.6% |
| YTD | -1.3% | -16.4% | +15.1% | -0.8% |
| 1Y | -0.7% | -16.2% | +15.5% | -0.3% |
| 3Y | +12.5% | +67.5% | -55.1% | +10.0% |
| 5Y | -2.5% | +34.1% | -36.6% | -4.5% |
| All | +14.1% | +265.2% | -251.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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