+128.1%
FIX vs AGG
+0.2%
+127.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.4% |
| 7D | +3.5% | -0.2% | +3.7% | +4.0% |
| 30D | -3.5% | -0.2% | -3.3% | -3.1% |
| 3M | -11.8% | -0.7% | -11.1% | -10.0% |
| 6M | +17.8% | -1.8% | +19.6% | +23.7% |
| YTD | +73.3% | -0.6% | +73.9% | +77.8% |
| 1Y | +128.1% | +0.4% | +127.7% | +133.8% |
| All | +128.1% | +0.2% | +127.9% | +133.8% |
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