+74.4%
BND vs AA
-41.0%
+115.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -1.4% | +5.3% | -6.7% | -1.4% |
| 30D | +0.8% | -2.3% | +3.1% | +0.8% |
| 3M | -1.2% | -20.8% | +19.6% | -1.3% |
| 6M | -1.4% | -39.8% | +38.4% | -1.5% |
| YTD | -1.3% | -23.3% | +22.0% | -1.3% |
| 1Y | -1.2% | +1.8% | -3.1% | -1.2% |
| 3Y | +13.7% | +69.5% | -55.8% | +14.1% |
| 5Y | -1.7% | -18.0% | +16.3% | -1.5% |
| 10Y | +17.2% | +45.7% | -28.5% | +17.9% |
| All | +74.4% | -41.0% | +115.4% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling