+1,611.9%
BE vs AGG
+12.6%
+1,599.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -2.6% |
| 7D | +9.7% | -0.9% | +10.7% | +12.0% |
| 30D | +22.4% | -1.0% | +23.3% | +25.2% |
| 3M | +10.4% | -1.3% | +11.6% | +13.8% |
| 6M | +67.9% | -2.1% | +69.9% | +76.4% |
| YTD | +197.5% | -1.2% | +198.7% | +206.6% |
| 1Y | +310.6% | -0.5% | +311.0% | +315.8% |
| All | +1,611.9% | +12.6% | +1,599.3% | +1,208.4% |
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 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