+413.3%
EFA vs AGG
+96.1%
+317.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | -2.4% | -0.9% | -1.4% | -2.2% |
| 30D | -2.2% | -1.0% | -1.3% | -2.1% |
| 3M | +5.7% | -1.3% | +7.0% | +5.9% |
| 6M | +8.2% | -2.1% | +10.3% | +8.5% |
| YTD | +11.8% | -1.2% | +13.0% | +12.0% |
| 1Y | +18.3% | -0.5% | +18.8% | +18.5% |
| 3Y | +64.9% | +12.4% | +52.5% | +63.4% |
| 5Y | +52.4% | -2.4% | +54.8% | +48.3% |
| 10Y | +142.4% | +14.3% | +128.1% | +144.7% |
| All | +413.3% | +96.1% | +317.1% | +386.3% |
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