+20.4%
AGG vs RUN
-34.5%
+54.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -1.1% | -3.7% | +2.7% | -1.0% |
| 30D | -1.1% | -13.0% | +11.9% | -1.0% |
| 3M | -1.9% | -31.8% | +29.9% | -1.6% |
| 6M | -1.7% | -32.2% | +30.5% | -1.4% |
| YTD | -1.3% | -53.5% | +52.2% | -0.7% |
| 1Y | -0.7% | -46.5% | +45.8% | -0.4% |
| 3Y | +12.5% | -37.6% | +50.1% | +11.2% |
| 5Y | -2.5% | -80.9% | +78.4% | -3.2% |
| 10Y | +14.2% | +41.3% | -27.0% | +13.0% |
| All | +20.4% | -34.5% | +54.9% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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