-0.5%
BND vs AA
+55.5%
-56.0%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.0% |
| 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% | -1.3% |
| All | -0.5% | +55.5% | -56.0% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling