+661.1%
BX vs AGG
+14.2%
+646.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.6% |
| 7D | -5.6% | -1.1% | -4.6% | -4.3% |
| 30D | -12.2% | -1.1% | -11.1% | -10.9% |
| 3M | +7.4% | -1.9% | +9.3% | +10.2% |
| 6M | +22.2% | -1.7% | +23.9% | +25.2% |
| YTD | -14.0% | -1.3% | -12.7% | -12.3% |
| 1Y | -27.3% | -0.7% | -26.5% | -26.4% |
| 3Y | +24.5% | +12.5% | +12.1% | +8.9% |
| 5Y | +18.9% | -2.5% | +21.4% | +13.2% |
| All | +661.1% | +14.2% | +646.8% | +721.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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