+14.1%
AGG vs Z
-2.5%
+16.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.2% |
| 7D | -1.1% | -6.0% | +5.0% | -0.9% |
| 30D | -1.1% | -2.3% | +1.1% | -1.1% |
| 3M | -1.9% | -0.6% | -1.3% | -2.0% |
| 6M | -1.7% | -27.6% | +25.9% | -1.1% |
| YTD | -1.3% | -52.4% | +51.1% | +0.2% |
| 1Y | -0.7% | -63.6% | +62.8% | +1.4% |
| 3Y | +12.5% | -36.4% | +48.9% | +12.9% |
| 5Y | -2.5% | -64.6% | +62.1% | -2.1% |
| All | +14.1% | -2.5% | +16.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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