-1.4%
AGG vs D
+14.3%
-15.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.1% | +2.4% | -2.4% | -0.2% |
| 30D | +1.4% | +10.9% | -9.6% | +0.6% |
| 3M | -0.7% | +2.8% | -3.6% | -1.0% |
| 6M | -1.7% | +12.7% | -14.4% | -2.6% |
| YTD | -1.1% | +20.3% | -21.4% | -2.5% |
| 1Y | -0.7% | +17.1% | -17.8% | -2.0% |
| 3Y | +14.2% | +75.1% | -61.0% | +8.9% |
| 5Y | -1.4% | +13.1% | -14.6% | -2.0% |
| All | -1.4% | +14.3% | -15.7% | -2.0% |
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