+98.3%
AGG vs RF
+131.5%
-33.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.2% | +1.3% | -1.5% | -0.1% |
| 30D | -0.4% | -3.6% | +3.2% | -0.4% |
| 3M | -0.7% | +8.1% | -8.8% | -0.6% |
| 6M | -1.5% | +11.5% | -13.0% | -1.4% |
| YTD | -0.3% | +15.6% | -15.8% | -0.1% |
| 1Y | +1.3% | +15.7% | -14.4% | +1.5% |
| 3Y | +13.2% | +86.9% | -73.7% | +14.0% |
| 5Y | -1.4% | +89.8% | -91.2% | -0.6% |
| 10Y | +14.9% | +344.7% | -329.8% | +17.2% |
| All | +98.3% | +131.5% | -33.2% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling