+14.2%
AGG vs D
+38.3%
-24.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.9% | -1.6% | +0.7% | -0.9% |
| 30D | -1.0% | -3.5% | +2.6% | -0.9% |
| 3M | -1.3% | -1.6% | +0.3% | -1.2% |
| 6M | -2.1% | +5.8% | -7.9% | -2.3% |
| YTD | -1.2% | +14.5% | -15.7% | -1.7% |
| 1Y | -0.5% | +14.2% | -14.6% | -1.0% |
| 3Y | +12.4% | +59.0% | -46.6% | +10.7% |
| 5Y | -2.4% | +5.4% | -7.8% | -3.3% |
| All | +14.2% | +38.3% | -24.0% | +11.6% |
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