+14.1%
AGG vs BUD
-22.3%
+36.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -1.1% | -2.6% | +1.6% | -1.0% |
| 30D | -1.1% | -1.2% | +0.1% | -1.1% |
| 3M | -1.9% | -4.9% | +3.0% | -1.8% |
| 6M | -1.7% | +9.3% | -11.0% | -2.0% |
| YTD | -1.3% | +24.0% | -25.3% | -1.8% |
| 1Y | -0.7% | +34.5% | -35.3% | -1.5% |
| 3Y | +12.5% | +43.7% | -31.2% | +11.4% |
| 5Y | -2.5% | +46.0% | -48.5% | -3.7% |
| All | +14.1% | -22.3% | +36.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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