+17.5%
BND vs AG
+76.0%
-58.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | -1.4% | -10.0% | +8.5% | -1.2% |
| 30D | +0.6% | -10.5% | +11.1% | +0.8% |
| 3M | -1.6% | -27.3% | +25.7% | -1.1% |
| 6M | -1.5% | -43.0% | +41.4% | -0.7% |
| YTD | -1.5% | -17.9% | +16.5% | -1.5% |
| 1Y | -1.1% | +11.9% | -13.0% | -1.8% |
| 3Y | +13.6% | +201.8% | -188.2% | +9.5% |
| 5Y | -1.8% | -0.1% | -1.7% | -3.9% |
| All | +17.5% | +76.0% | -58.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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