+14.4%
FIX vs AGG
-0.5%
+14.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.5% | -15.5% | -15.4% |
| 7D | -18.9% | +0.5% | -19.4% | -19.4% |
| 30D | -36.3% | +2.4% | -38.7% | -38.9% |
| 3M | -38.5% | -1.0% | -37.5% | -36.0% |
| 6M | -42.3% | -0.9% | -41.4% | -39.9% |
| YTD | +17.1% | -0.9% | +18.0% | +22.4% |
| 1Y | +14.4% | -0.5% | +14.9% | +17.7% |
| All | +14.4% | -0.5% | +14.9% | +17.7% |
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