+156.7%
B vs AGG
-2.5%
+159.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -1.5% |
| 7D | -5.0% | -0.9% | -4.1% | -3.6% |
| 30D | +8.7% | -1.0% | +9.7% | +10.5% |
| 3M | +17.3% | -1.3% | +18.6% | +20.0% |
| 6M | -5.0% | -2.1% | -3.0% | -1.3% |
| YTD | +1.4% | -1.2% | +2.7% | +4.1% |
| 1Y | +50.5% | -0.5% | +51.0% | +52.7% |
| 3Y | +194.4% | +12.4% | +181.9% | +147.3% |
| 5Y | +156.7% | -2.4% | +159.1% | +155.0% |
| All | +156.7% | -2.5% | +159.2% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling