-49.0%
C vs AGG
+98.1%
-147.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.6% | -0.2% | +3.8% | +3.5% |
| 30D | +0.1% | -0.4% | +0.4% | -0.2% |
| 3M | +2.4% | -0.7% | +3.1% | +2.0% |
| 6M | +24.9% | -1.5% | +26.5% | +23.7% |
| YTD | +19.8% | -0.3% | +20.1% | +19.5% |
| 1Y | +44.9% | +1.3% | +43.5% | +45.9% |
| 3Y | +263.0% | +13.2% | +249.7% | +290.6% |
| 5Y | +129.5% | -1.4% | +131.0% | +116.3% |
| 10Y | +291.6% | +14.9% | +276.7% | +341.2% |
| All | -49.0% | +98.1% | -147.0% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling