+199.7%
F vs AGG
+98.1%
+101.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +4.6% | -0.4% | +5.0% | +4.6% |
| 3M | -3.7% | -0.7% | -3.0% | -3.7% |
| 6M | +16.8% | -1.5% | +18.3% | +16.8% |
| YTD | +15.3% | -0.3% | +15.5% | +15.3% |
| 1Y | +31.0% | +1.3% | +29.7% | +31.1% |
| 3Y | +45.4% | +13.2% | +32.2% | +46.7% |
| 5Y | +54.7% | -1.4% | +56.1% | +46.8% |
| 10Y | +98.2% | +14.9% | +83.4% | +104.5% |
| All | +199.7% | +98.1% | +101.6% | +271.0% |
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 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