+14.1%
AGG vs SM
+23.0%
-8.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.1% | +4.6% | -5.6% | -1.0% |
| 30D | -1.1% | +18.2% | -19.4% | -1.1% |
| 3M | -1.9% | +22.5% | -24.4% | -1.9% |
| 6M | -1.7% | +50.6% | -52.3% | -1.7% |
| YTD | -1.3% | +108.1% | -109.4% | -1.3% |
| 1Y | -0.7% | +46.0% | -46.7% | -0.7% |
| 3Y | +12.5% | +2.9% | +9.6% | +12.5% |
| 5Y | -2.5% | +112.6% | -115.1% | -2.5% |
| All | +14.1% | +23.0% | -8.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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