+291.5%
C vs AGG
+14.3%
+277.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +2.0% | -1.0% | +3.0% | +2.1% |
| 3M | +4.4% | -1.3% | +5.7% | +4.6% |
| 6M | +28.3% | -2.1% | +30.4% | +28.7% |
| YTD | +20.5% | -1.2% | +21.7% | +20.7% |
| 1Y | +45.5% | -0.5% | +46.0% | +45.7% |
| 3Y | +274.0% | +12.4% | +261.6% | +268.8% |
| 5Y | +136.1% | -2.4% | +138.5% | +122.5% |
| All | +291.5% | +14.3% | +277.2% | +427.4% |
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