+67.2%
F vs AGG
+17.0%
+50.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.4% |
| 7D | -3.9% | -1.4% | -2.4% | -2.9% |
| 30D | -0.5% | +0.9% | -1.4% | -1.0% |
| 3M | -12.9% | -1.2% | -11.7% | -12.1% |
| 6M | +1.5% | -1.4% | +3.0% | +2.7% |
| YTD | -5.0% | -1.4% | -3.6% | -3.9% |
| 1Y | -7.3% | -1.3% | -6.1% | -6.3% |
| 3Y | +45.3% | +13.8% | +31.5% | +36.1% |
| 5Y | -15.8% | -1.6% | -14.2% | -21.1% |
| All | +67.2% | +17.0% | +50.2% | +88.1% |
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 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