+73.6%
AGG vs BR
+1,282.8%
-1,209.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -0.9% | -6.0% | +5.0% | -0.9% |
| 30D | -1.0% | -0.9% | -0.1% | -1.0% |
| 3M | -1.3% | +16.4% | -17.7% | -1.3% |
| 6M | -2.1% | -8.2% | +6.1% | -2.1% |
| YTD | -1.2% | -23.2% | +22.0% | -1.2% |
| 1Y | -0.5% | -30.9% | +30.4% | -0.4% |
| 3Y | +12.4% | -5.0% | +17.4% | +12.5% |
| 5Y | -2.4% | +8.8% | -11.2% | -2.4% |
| 10Y | +14.3% | +190.1% | -175.8% | +15.8% |
| All | +73.6% | +1,282.8% | -1,209.2% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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