+136.4%
BAC vs AGG
+13.3%
+123.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -1.4% | -0.2% | -1.1% | -1.3% |
| 3M | +15.7% | -0.7% | +16.4% | +16.1% |
| 6M | +32.2% | -1.8% | +33.9% | +33.1% |
| YTD | +15.8% | -0.6% | +16.4% | +16.0% |
| 1Y | +27.3% | +0.4% | +26.9% | +27.0% |
| All | +136.4% | +13.3% | +123.1% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling