-53.8%
C vs AGG
+95.5%
-149.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | -0.1% |
| 7D | +4.2% | -1.5% | +5.7% | +3.3% |
| 30D | +2.0% | +0.6% | +1.3% | +2.3% |
| 3M | -10.1% | -1.6% | -8.5% | -10.9% |
| 6M | +1.0% | -1.6% | +2.6% | 0.0% |
| YTD | +8.5% | -1.5% | +10.0% | +7.5% |
| 1Y | +25.7% | -1.1% | +26.8% | +24.9% |
| 3Y | +216.0% | +13.6% | +202.4% | +241.9% |
| 5Y | +112.3% | -1.7% | +114.0% | +100.5% |
| 10Y | +217.8% | +16.1% | +201.7% | +265.6% |
| All | -53.8% | +95.5% | -149.3% | -31.1% |
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