+122.9%
FIX vs AGG
+1.5%
+121.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.8% |
| 7D | +6.0% | -0.2% | +6.2% | +6.4% |
| 30D | -7.2% | -0.4% | -6.9% | -6.3% |
| 3M | -15.9% | -0.7% | -15.2% | -14.2% |
| 6M | +12.7% | -1.5% | +14.3% | +16.9% |
| YTD | +72.8% | -0.3% | +73.0% | +75.8% |
| 1Y | +122.9% | +1.3% | +121.6% | +128.1% |
| All | +122.9% | +1.5% | +121.4% | +128.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling