+14.1%
AGG vs NDAQ
+368.2%
-354.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -1.1% | -5.6% | +4.5% | -0.9% |
| 30D | -1.1% | -4.4% | +3.2% | -1.1% |
| 3M | -1.9% | +5.9% | -7.8% | -2.1% |
| 6M | -1.7% | +7.7% | -9.4% | -1.9% |
| YTD | -1.3% | -5.2% | +3.9% | -1.2% |
| 1Y | -0.7% | -3.4% | +2.6% | -0.7% |
| 3Y | +12.5% | +85.6% | -73.1% | +10.8% |
| 5Y | -2.5% | +49.5% | -52.0% | -3.8% |
| All | +14.1% | +368.2% | -354.1% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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