+16.6%
AGG vs D
+48.0%
-31.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | +0.6% | +7.7% | -7.1% | +0.4% |
| 3M | -1.6% | -0.3% | -1.3% | -1.6% |
| 6M | -1.6% | +10.1% | -11.7% | -1.9% |
| YTD | -1.5% | +19.1% | -20.6% | -2.1% |
| 1Y | -1.1% | +15.9% | -17.0% | -1.6% |
| 3Y | +13.6% | +75.0% | -61.4% | +11.7% |
| 5Y | -1.7% | +13.4% | -15.1% | -2.7% |
| All | +16.6% | +48.0% | -31.4% | +13.1% |
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