+2,166.4%
FIX vs AGG
-1.7%
+2,168.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | +3.5% | -0.2% | +3.7% | +3.7% |
| 30D | -3.5% | -0.2% | -3.3% | -3.4% |
| 3M | -11.8% | -0.7% | -11.1% | -11.3% |
| 6M | +17.8% | -1.8% | +19.6% | +19.5% |
| YTD | +73.3% | -0.6% | +73.9% | +74.4% |
| 1Y | +128.1% | +0.4% | +127.7% | +128.3% |
| 3Y | +772.7% | +13.2% | +759.5% | +697.5% |
| 5Y | +2,166.4% | -2.0% | +2,168.4% | +1,927.4% |
| All | +2,166.4% | -1.7% | +2,168.2% | +1,927.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling