+50.1%
F vs AGG
+14.9%
+35.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | -0.6% | -1.6% | -1.4% |
| 30D | +3.3% | +1.6% | +1.7% | +1.2% |
| 3M | -11.3% | -0.5% | -10.8% | -10.7% |
| 6M | +5.3% | -1.1% | +6.4% | +6.9% |
| YTD | -2.2% | -0.7% | -1.5% | -0.9% |
| 1Y | -3.5% | -0.7% | -2.9% | -2.3% |
| All | +50.1% | +14.9% | +35.2% | +29.0% |
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