+32.9%
F vs AGG
+13.3%
+19.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.6% |
| 7D | -4.9% | -0.2% | -4.7% | -4.7% |
| 30D | -2.9% | -0.2% | -2.7% | -2.6% |
| 3M | -9.1% | -0.7% | -8.4% | -8.2% |
| 6M | +12.9% | -1.8% | +14.7% | +15.5% |
| YTD | +6.1% | -0.6% | +6.6% | +7.3% |
| 1Y | +22.5% | +0.4% | +22.1% | +22.8% |
| All | +32.9% | +13.3% | +19.6% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling