+1,027.6%
FIX vs AGG
-1.7%
+1,029.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | +9.4% | -1.5% | +10.9% | +10.5% |
| 30D | -27.8% | +0.6% | -28.4% | -28.3% |
| 3M | -35.6% | -1.6% | -33.9% | -34.9% |
| 6M | -45.2% | -1.6% | -43.6% | -44.6% |
| YTD | +19.5% | -1.5% | +21.0% | +20.8% |
| 1Y | +24.2% | -1.1% | +25.3% | +25.4% |
| 3Y | +494.2% | +13.6% | +480.5% | +440.4% |
| All | +1,027.6% | -1.7% | +1,029.2% | +869.3% |
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