-3.5%
BA vs AGG
-1.7%
-1.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.2% | -0.2% | -1.0% | -1.0% |
| 30D | -11.3% | -0.2% | -11.1% | -11.2% |
| 3M | -3.8% | -0.7% | -3.1% | -3.1% |
| 6M | -8.3% | -1.8% | -6.5% | -6.9% |
| YTD | -4.9% | -0.6% | -4.3% | -4.2% |
| 1Y | -10.1% | +0.4% | -10.4% | -9.9% |
| 3Y | -2.3% | +13.2% | -15.5% | -10.4% |
| 5Y | -3.5% | -2.0% | -1.6% | -17.5% |
| All | -3.5% | -1.7% | -1.8% | -17.5% |
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 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