+43.7%
F vs AGG
-1.7%
+45.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.7% |
| 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% | -8.4% |
| 6M | +12.9% | -1.8% | +14.7% | +15.1% |
| YTD | +6.1% | -0.6% | +6.6% | +7.0% |
| 1Y | +22.5% | +0.4% | +22.1% | +22.6% |
| 3Y | +32.1% | +13.2% | +18.9% | +18.7% |
| 5Y | +43.7% | -2.0% | +45.7% | +6.6% |
| All | +43.7% | -1.7% | +45.5% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling