+14.1%
AGG vs URA
+346.2%
-332.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | 0.0% |
| 7D | -1.1% | -5.5% | +4.4% | -1.0% |
| 30D | -1.1% | -3.7% | +2.5% | -1.1% |
| 3M | -1.9% | -2.9% | +1.0% | -1.9% |
| 6M | -1.7% | -15.2% | +13.5% | -1.6% |
| YTD | -1.3% | +1.9% | -3.2% | -1.4% |
| 1Y | -0.7% | +6.9% | -7.7% | -0.9% |
| 3Y | +12.5% | +99.6% | -87.1% | +11.3% |
| 5Y | -2.5% | +101.2% | -103.6% | -3.6% |
| All | +14.1% | +346.2% | -332.0% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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