+242.2%
B vs AGG
+98.1%
+144.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.4% |
| 30D | +9.4% | -0.4% | +9.8% | +10.1% |
| 3M | +5.0% | -0.7% | +5.6% | +6.1% |
| 6M | -3.5% | -1.5% | -2.0% | -1.1% |
| YTD | +4.5% | -0.3% | +4.7% | +5.3% |
| 1Y | +67.8% | +1.3% | +66.5% | +65.8% |
| 3Y | +196.7% | +13.2% | +183.5% | +154.0% |
| 5Y | +151.9% | -1.4% | +153.4% | +156.1% |
| 10Y | +202.2% | +14.9% | +187.3% | +164.6% |
| All | +242.2% | +98.1% | +144.2% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling