+112.4%
C vs AGG
-1.7%
+114.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +4.7% | -1.4% | +6.2% | +5.3% |
| 30D | +0.2% | +0.9% | -0.7% | -0.2% |
| 3M | -9.3% | -1.2% | -8.1% | -8.9% |
| 6M | -0.8% | -1.4% | +0.6% | -0.3% |
| YTD | +8.5% | -1.4% | +9.9% | +9.0% |
| 1Y | +23.1% | -1.3% | +24.4% | +23.6% |
| 3Y | +220.8% | +13.8% | +207.0% | +206.0% |
| 5Y | +112.4% | -1.6% | +114.0% | +68.0% |
| All | +112.4% | -1.7% | +114.1% | +68.0% |
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