+15.3%
BABA vs AGG
+15.0%
+0.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -17.3% | -0.2% | -17.1% | -17.2% |
| 3M | -7.8% | -0.7% | -7.1% | -7.5% |
| 6M | -16.8% | -1.8% | -15.0% | -16.0% |
| YTD | -24.7% | -0.6% | -24.1% | -24.4% |
| 1Y | -24.9% | +0.4% | -25.3% | -25.1% |
| 3Y | +29.1% | +13.2% | +15.9% | +21.8% |
| 5Y | -30.5% | -2.0% | -28.6% | -34.4% |
| All | +15.3% | +15.0% | +0.3% | +13.4% |
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