+15.0%
AGG vs REPL
-17.3%
+32.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -0.6% |
| 7D | -0.9% | -13.4% | +12.5% | -0.9% |
| 30D | -1.0% | -3.0% | +2.0% | -1.0% |
| 3M | -1.3% | +56.3% | -57.6% | -1.4% |
| 6M | -2.1% | +60.9% | -63.0% | -2.5% |
| YTD | -1.2% | +36.2% | -37.4% | -1.6% |
| 1Y | -0.5% | +121.0% | -121.5% | -1.1% |
| 3Y | +12.4% | -32.8% | +45.3% | +11.5% |
| 5Y | -2.4% | -58.7% | +56.2% | -3.3% |
| All | +15.0% | -17.3% | +32.2% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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