+1,003.0%
BE vs AGG
+15.0%
+988.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.9% |
| 7D | +9.0% | -1.1% | +10.1% | +11.9% |
| 30D | +16.3% | -1.1% | +17.4% | +19.6% |
| 3M | +10.8% | -1.9% | +12.7% | +16.3% |
| 6M | +73.2% | -1.7% | +74.9% | +81.9% |
| YTD | +217.4% | -1.3% | +218.7% | +228.8% |
| 1Y | +309.8% | -0.7% | +310.5% | +318.2% |
| 3Y | +1,726.2% | +12.5% | +1,713.7% | +1,283.0% |
| 5Y | +1,306.2% | -2.5% | +1,308.7% | +1,481.6% |
| All | +1,003.0% | +15.0% | +988.0% | +1,394.2% |
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 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