+51,741.2%
FIX vs AGG
+98.1%
+51,643.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | -7.2% | -0.4% | -6.9% | -7.3% |
| 3M | -15.9% | -0.7% | -15.2% | -16.0% |
| 6M | +12.7% | -1.5% | +14.3% | +12.1% |
| YTD | +72.8% | -0.3% | +73.0% | +72.6% |
| 1Y | +122.9% | +1.3% | +121.6% | +123.8% |
| 3Y | +774.3% | +13.2% | +761.1% | +812.1% |
| 5Y | +2,049.5% | -1.4% | +2,050.9% | +1,924.1% |
| 10Y | +5,821.5% | +14.9% | +5,806.6% | +6,250.7% |
| All | +51,741.2% | +98.1% | +51,643.1% | +75,060.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling