+14.8%
BND vs AGI
+392.3%
-377.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -1.0% | -2.7% | +1.7% | -0.9% |
| 30D | -1.1% | +7.2% | -8.4% | -1.3% |
| 3M | -1.9% | +4.3% | -6.1% | -2.1% |
| 6M | -1.6% | -27.1% | +25.5% | -1.0% |
| YTD | -1.2% | -6.6% | +5.4% | -1.4% |
| 1Y | -0.7% | +9.5% | -10.3% | -1.4% |
| 3Y | +12.5% | +208.4% | -195.9% | +8.4% |
| 5Y | -2.5% | +401.6% | -404.2% | -7.4% |
| All | +14.8% | +392.3% | -377.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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