+14.2%
AGG vs M
-10.0%
+24.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.6% |
| 7D | -0.9% | -8.8% | +7.8% | -0.9% |
| 30D | -1.0% | -16.4% | +15.4% | -0.9% |
| 3M | -1.3% | -10.8% | +9.5% | -1.3% |
| 6M | -2.1% | +16.1% | -18.2% | -2.1% |
| YTD | -1.2% | -5.3% | +4.0% | -1.2% |
| 1Y | -0.5% | +24.9% | -25.4% | -0.5% |
| 3Y | +12.4% | +97.5% | -85.1% | +12.3% |
| 5Y | -2.4% | +20.4% | -22.8% | -2.5% |
| All | +14.2% | -10.0% | +24.2% | +12.5% |
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