+16.3%
BX vs AGG
-2.3%
+18.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -0.2% |
| 7D | -8.9% | -0.9% | -8.0% | -5.3% |
| 30D | -14.8% | -1.0% | -13.8% | -11.2% |
| 3M | +6.9% | -1.3% | +8.2% | +12.2% |
| 6M | +16.3% | -2.1% | +18.4% | +26.3% |
| All | +16.3% | -2.3% | +18.6% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling