+14.2%
AGG vs FIVE
+483.6%
-469.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -0.9% | +0.6% | -1.5% | -0.9% |
| 30D | -1.0% | +3.0% | -4.0% | -1.0% |
| 3M | -1.3% | +23.2% | -24.5% | -1.6% |
| 6M | -2.1% | +9.2% | -11.2% | -2.2% |
| YTD | -1.2% | +28.1% | -29.3% | -1.6% |
| 1Y | -0.5% | +65.3% | -65.7% | -1.2% |
| 3Y | +12.4% | +49.4% | -37.0% | +11.6% |
| 5Y | -2.4% | +29.5% | -31.9% | -3.3% |
| All | +14.2% | +483.6% | -469.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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