+207.0%
C vs AGG
+16.8%
+190.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.2% | -1.5% | +5.7% | +4.4% |
| 30D | +2.0% | +0.6% | +1.3% | +1.9% |
| 3M | -10.1% | -1.6% | -8.5% | -9.9% |
| 6M | +1.0% | -1.6% | +2.6% | +1.3% |
| YTD | +8.5% | -1.5% | +10.0% | +8.7% |
| 1Y | +25.7% | -1.1% | +26.8% | +26.0% |
| 3Y | +216.0% | +13.6% | +202.4% | +210.6% |
| 5Y | +112.3% | -1.7% | +114.0% | +101.2% |
| All | +207.0% | +16.8% | +190.3% | +336.6% |
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