+16.8%
AGG vs D
+47.7%
-30.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -1.4% | -3.1% | +1.6% | -1.3% |
| 30D | +0.9% | +8.4% | -7.5% | +0.6% |
| 3M | -1.2% | +0.2% | -1.5% | -1.3% |
| 6M | -1.4% | +9.5% | -10.9% | -1.8% |
| YTD | -1.4% | +18.8% | -20.2% | -2.0% |
| 1Y | -1.3% | +14.7% | -16.0% | -1.8% |
| 3Y | +13.8% | +72.9% | -59.2% | +11.9% |
| 5Y | -1.6% | +13.1% | -14.7% | -2.6% |
| All | +16.8% | +47.7% | -30.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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