+136.1%
C vs AGG
-2.5%
+138.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | +2.0% | -1.0% | +3.0% | +2.3% |
| 3M | +4.4% | -1.3% | +5.7% | +4.8% |
| 6M | +28.3% | -2.1% | +30.4% | +29.2% |
| YTD | +20.5% | -1.2% | +21.7% | +21.0% |
| 1Y | +45.5% | -0.5% | +46.0% | +45.9% |
| 3Y | +274.0% | +12.4% | +261.6% | +259.4% |
| 5Y | +136.1% | -2.4% | +138.5% | +80.8% |
| All | +136.1% | -2.5% | +138.6% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling