-1.3%
AGG vs CAPR
+172.3%
-173.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | -0.1% |
| 7D | -1.5% | +5.9% | -7.4% | -1.5% |
| 30D | +0.6% | +44.6% | -44.0% | +0.6% |
| 3M | -1.6% | +126.4% | -128.0% | -1.7% |
| 6M | -1.6% | -68.6% | +67.0% | -1.6% |
| YTD | -1.5% | -67.0% | +65.5% | -1.5% |
| 1Y | -1.1% | +65.2% | -66.3% | -1.3% |
| 3Y | +13.6% | +235.6% | -221.9% | +12.8% |
| All | -1.3% | +172.3% | -173.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling