+172.3%
BAC vs AGG
+98.1%
+74.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +1.1% | -0.2% | +1.2% | +1.0% |
| 30D | -0.4% | -0.4% | 0.0% | -0.7% |
| 3M | +16.9% | -0.7% | +17.6% | +16.3% |
| 6M | +26.6% | -1.5% | +28.1% | +25.1% |
| YTD | +15.8% | -0.3% | +16.0% | +15.5% |
| 1Y | +27.2% | +1.3% | +25.9% | +28.4% |
| 3Y | +132.4% | +13.2% | +119.2% | +155.0% |
| 5Y | +72.6% | -1.4% | +74.0% | +61.5% |
| 10Y | +389.7% | +14.9% | +374.9% | +459.0% |
| All | +172.3% | +98.1% | +74.2% | +276.4% |
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 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