+14.1%
AGG vs BRO
+294.2%
-280.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.1% | -7.3% | +6.3% | -0.9% |
| 30D | -1.1% | -6.9% | +5.7% | -1.0% |
| 3M | -1.9% | +10.7% | -12.6% | -2.1% |
| 6M | -1.7% | -2.7% | +1.0% | -1.7% |
| YTD | -1.3% | -16.3% | +15.0% | -1.1% |
| 1Y | -0.7% | -29.1% | +28.3% | -0.3% |
| 3Y | +12.5% | -7.8% | +20.3% | +12.5% |
| 5Y | -2.5% | +18.7% | -21.2% | -2.9% |
| All | +14.1% | +294.2% | -280.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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