+14.9%
BND vs AA
+123.1%
-108.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.1% | -0.6% |
| 7D | -0.9% | -5.4% | +4.5% | -0.9% |
| 30D | -1.0% | -10.7% | +9.7% | -0.9% |
| 3M | -1.2% | -26.2% | +24.9% | -1.1% |
| 6M | -2.0% | -20.9% | +18.9% | -1.9% |
| YTD | -1.2% | -8.6% | +7.5% | -1.2% |
| 1Y | -0.5% | +57.4% | -57.8% | -0.6% |
| 3Y | +12.4% | +77.8% | -65.4% | +12.1% |
| 5Y | -2.5% | +2.7% | -5.2% | -2.6% |
| All | +14.9% | +123.1% | -108.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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