+396.9%
APP vs AGG
0.0%
+396.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | +1.1% | -1.1% | +2.1% | +2.8% |
| 30D | +6.6% | -1.1% | +7.8% | +8.7% |
| 3M | -32.3% | -1.9% | -30.4% | -29.9% |
| 6M | -29.8% | -1.7% | -28.1% | -27.6% |
| YTD | -51.9% | -1.3% | -50.6% | -50.8% |
| 1Y | -43.3% | -0.7% | -42.5% | -42.5% |
| 3Y | +664.1% | +12.5% | +651.6% | +512.8% |
| 5Y | +318.7% | -2.5% | +321.1% | +327.2% |
| All | +396.9% | 0.0% | +396.8% | +351.9% |
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