+272.1%
C vs AGG
+13.3%
+258.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +2.6% | -0.2% | +2.7% | +2.7% |
| 30D | +1.9% | -0.2% | +2.1% | +2.0% |
| 3M | +2.8% | -0.7% | +3.5% | +3.2% |
| 6M | +30.6% | -1.8% | +32.3% | +31.5% |
| YTD | +19.9% | -0.6% | +20.5% | +20.2% |
| 1Y | +44.6% | +0.4% | +44.2% | +44.5% |
| All | +272.1% | +13.3% | +258.8% | +234.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling