+3,759.0%
FIX vs AGG
+16.8%
+3,742.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.0% |
| 7D | +6.4% | -0.6% | +7.0% | +6.6% |
| 30D | -29.1% | +1.6% | -30.7% | -29.6% |
| 3M | -31.1% | -0.5% | -30.7% | -31.1% |
| 6M | -42.8% | -1.1% | -41.7% | -42.6% |
| YTD | +24.6% | -0.7% | +25.4% | +25.1% |
| 1Y | +21.9% | -0.7% | +22.6% | +22.4% |
| 3Y | +524.9% | +14.5% | +510.4% | +499.6% |
| 5Y | +1,092.2% | -0.9% | +1,093.1% | +1,009.5% |
| 10Y | +3,759.0% | +17.1% | +3,742.0% | +3,904.1% |
| All | +3,759.0% | +16.8% | +3,742.2% | +3,904.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling