+606.1%
COST vs AGG
+14.2%
+591.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -4.7% | -1.1% | -3.6% | -4.4% |
| 3M | -7.1% | -1.9% | -5.2% | -6.6% |
| 6M | -8.5% | -1.7% | -6.8% | -8.1% |
| YTD | +5.4% | -1.3% | +6.7% | +5.8% |
| 1Y | -5.6% | -0.7% | -4.9% | -5.4% |
| 3Y | +68.5% | +12.5% | +56.0% | +62.0% |
| 5Y | +105.2% | -2.5% | +107.7% | +98.0% |
| All | +606.1% | +14.2% | +591.9% | +598.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling