+15.1%
AGG vs RF
+334.5%
-319.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.2% | -0.1% | 0.0% | -0.2% |
| 30D | -0.2% | -4.0% | +3.8% | -0.2% |
| 3M | -0.7% | +5.6% | -6.3% | -0.7% |
| 6M | -1.8% | +13.1% | -14.8% | -1.7% |
| YTD | -0.6% | +13.6% | -14.1% | -0.5% |
| 1Y | +0.4% | +16.0% | -15.6% | +0.4% |
| 3Y | +13.2% | +90.2% | -77.0% | +13.6% |
| 5Y | -2.0% | +87.0% | -88.9% | -1.4% |
| 10Y | +15.1% | +338.5% | -323.4% | +17.7% |
| All | +15.1% | +334.5% | -319.4% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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