+27.3%
AGG vs FIVE
+868.1%
-840.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | 0.0% |
| 7D | -0.2% | +4.3% | -4.4% | -0.2% |
| 30D | -0.4% | +12.5% | -12.9% | -0.5% |
| 3M | -0.7% | +31.2% | -31.9% | -0.9% |
| 6M | -1.5% | +14.4% | -15.9% | -1.7% |
| YTD | -0.3% | +33.9% | -34.1% | -0.5% |
| 1Y | +1.3% | +65.1% | -63.7% | +0.9% |
| 3Y | +13.2% | +49.0% | -35.7% | +12.7% |
| 5Y | -1.4% | +30.3% | -31.7% | -2.1% |
| 10Y | +14.9% | +481.1% | -466.2% | +14.0% |
| All | +27.3% | +868.1% | -840.8% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling