-1.3%
AGG vs IR
+46.0%
-47.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.5% | +2.5% | -4.0% | -1.6% |
| 30D | +0.6% | +9.2% | -8.5% | +0.4% |
| 3M | -1.6% | +0.9% | -2.6% | -1.7% |
| 6M | -1.6% | +19.2% | -20.8% | -2.0% |
| YTD | -1.5% | +7.5% | -9.0% | -1.8% |
| 1Y | -1.1% | +11.7% | -12.8% | -1.4% |
| 3Y | +13.6% | +23.9% | -10.3% | +12.3% |
| All | -1.3% | +46.0% | -47.3% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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