+154.2%
F vs AGG
+97.1%
+57.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | -0.6% | -1.6% | -2.1% |
| 30D | +3.3% | +1.6% | +1.7% | +3.3% |
| 3M | -11.3% | -0.5% | -10.8% | -11.3% |
| 6M | +5.3% | -1.1% | +6.4% | +5.3% |
| YTD | -2.2% | -0.7% | -1.5% | -2.2% |
| 1Y | -3.5% | -0.7% | -2.9% | -3.5% |
| 3Y | +49.5% | +14.5% | +35.0% | +51.3% |
| 5Y | -13.5% | -0.9% | -12.6% | -17.6% |
| 10Y | +69.0% | +17.1% | +52.0% | +76.7% |
| All | +154.2% | +97.1% | +57.1% | +214.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling