+1,062.4%
APH vs AGG
+14.8%
+1,047.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | -3.0% | -0.2% | -2.8% | -2.9% |
| 3M | +5.7% | -0.7% | +6.4% | +6.1% |
| 6M | +20.0% | -1.8% | +21.7% | +21.0% |
| YTD | +20.8% | -0.6% | +21.4% | +21.3% |
| 1Y | +40.2% | +0.4% | +39.9% | +40.3% |
| 3Y | +288.1% | +13.2% | +274.9% | +267.6% |
| 5Y | +352.5% | -2.0% | +354.5% | +338.3% |
| 10Y | +1,062.4% | +15.1% | +1,047.4% | +1,112.3% |
| All | +1,062.4% | +14.8% | +1,047.6% | +1,112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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