-2.6%
AGG vs RNG
-68.4%
+65.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.1% | -6.1% | +5.0% | -1.0% |
| 30D | -1.1% | +9.6% | -10.8% | -1.3% |
| 3M | -1.9% | +83.3% | -85.3% | -3.0% |
| 6M | -1.7% | +77.9% | -79.7% | -2.8% |
| YTD | -1.3% | +139.9% | -141.2% | -3.1% |
| 1Y | -0.7% | +121.7% | -122.4% | -2.4% |
| 3Y | +12.5% | +121.9% | -109.4% | +10.0% |
| All | -2.6% | -68.4% | +65.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 5y: compounded portfolio wealth divided by compounded RNG 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…
5y analysis · Full analysis span regression · 6 months rolling