+31.0%
F vs AGG
+1.5%
+29.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.3% |
| 7D | +5.3% | -0.2% | +5.5% | +5.8% |
| 30D | +4.6% | -0.4% | +5.0% | +5.7% |
| 3M | -3.7% | -0.7% | -3.0% | -1.8% |
| 6M | +16.8% | -1.5% | +18.3% | +21.1% |
| YTD | +15.3% | -0.3% | +15.5% | +18.3% |
| 1Y | +31.0% | +1.3% | +29.7% | +31.8% |
| All | +31.0% | +1.5% | +29.5% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling