+31.9%
DIS vs AGG
+16.8%
+15.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +1.9% | -1.5% | +3.4% | +2.9% |
| 30D | +9.2% | +0.6% | +8.5% | +8.7% |
| 3M | +13.5% | -1.6% | +15.1% | +14.7% |
| 6M | +14.3% | -1.6% | +15.9% | +15.5% |
| YTD | +5.4% | -1.5% | +6.9% | +6.5% |
| 1Y | +12.2% | -1.1% | +13.3% | +13.1% |
| 3Y | +37.2% | +13.6% | +23.6% | +26.7% |
| 5Y | -23.1% | -1.7% | -21.4% | -23.0% |
| All | +31.9% | +16.8% | +15.1% | +38.2% |
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