+23.4%
BA vs AGG
+17.0%
+6.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.0% |
| 7D | -0.6% | -1.4% | +0.9% | +1.0% |
| 30D | -8.0% | +0.9% | -8.9% | -8.9% |
| 3M | -25.8% | -1.2% | -24.6% | -24.9% |
| 6M | -27.6% | -1.4% | -26.1% | -26.4% |
| YTD | -21.0% | -1.4% | -19.6% | -19.6% |
| 1Y | -12.3% | -1.3% | -11.0% | -10.8% |
| 3Y | -12.8% | +13.8% | -26.5% | -23.8% |
| 5Y | -22.4% | -1.6% | -20.8% | -19.7% |
| All | +23.4% | +17.0% | +6.4% | +46.5% |
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