+16.6%
AGG vs M
-7.1%
+23.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.1% |
| 7D | -1.5% | +7.0% | -8.5% | -1.5% |
| 30D | +0.6% | +8.9% | -8.3% | +0.6% |
| 3M | -1.6% | +4.5% | -6.1% | -1.6% |
| 6M | -1.6% | +36.2% | -37.8% | -1.7% |
| YTD | -1.5% | +15.1% | -16.6% | -1.6% |
| 1Y | -1.1% | +27.4% | -28.6% | -1.2% |
| 3Y | +13.6% | +160.1% | -146.5% | +13.4% |
| 5Y | -1.7% | -1.6% | -0.1% | -1.9% |
| All | +16.6% | -7.1% | +23.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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