+98.1%
AGG vs RMD
+2,394.1%
-2,296.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +0.1% | -4.5% | +4.6% | +0.2% |
| 30D | -0.4% | +4.6% | -5.0% | -0.4% |
| 3M | -0.3% | +14.8% | -15.1% | -0.4% |
| 6M | -1.2% | -12.1% | +10.8% | -1.1% |
| YTD | -0.4% | -7.5% | +7.1% | -0.3% |
| 1Y | +0.4% | -20.1% | +20.5% | +0.5% |
| 3Y | +13.4% | +53.9% | -40.5% | +13.1% |
| 5Y | -1.4% | -22.2% | +20.8% | -1.6% |
| 10Y | +14.8% | +268.2% | -253.4% | +15.4% |
| All | +98.1% | +2,394.1% | -2,296.0% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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