-2.0%
AGG vs D
+5.1%
-7.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -0.2% | -0.4% | +0.3% | -0.1% |
| 30D | -0.2% | -2.1% | +1.8% | -0.1% |
| 3M | -0.7% | -0.7% | 0.0% | -0.7% |
| 6M | -1.8% | +5.6% | -7.3% | -2.2% |
| YTD | -0.6% | +14.6% | -15.1% | -1.7% |
| 1Y | +0.4% | +15.3% | -15.0% | -0.8% |
| 3Y | +13.2% | +59.1% | -46.0% | +8.8% |
| 5Y | -2.0% | +3.9% | -5.9% | -2.2% |
| All | -2.0% | +5.1% | -7.1% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling