+86.4%
F vs AGG
+14.2%
+72.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.4% | -1.1% | -3.4% | -3.8% |
| 30D | +1.0% | -1.1% | +2.2% | +1.8% |
| 3M | -4.0% | -1.9% | -2.1% | -2.8% |
| 6M | +18.1% | -1.7% | +19.8% | +19.6% |
| YTD | +10.2% | -1.3% | +11.5% | +11.3% |
| 1Y | +24.3% | -0.7% | +25.1% | +25.2% |
| 3Y | +38.1% | +12.5% | +25.6% | +30.1% |
| 5Y | +50.2% | -2.5% | +52.7% | +40.5% |
| All | +86.4% | +14.2% | +72.2% | +103.6% |
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