+2,244.9%
ICE vs AGG
+86.9%
+2,158.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.9% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +4.0% | -0.2% | +4.2% | +3.9% |
| 3M | +11.0% | -0.7% | +11.7% | +10.8% |
| 6M | -5.0% | -1.8% | -3.2% | -5.4% |
| YTD | -2.7% | -0.6% | -2.1% | -2.9% |
| 1Y | -8.6% | +0.4% | -9.0% | -8.5% |
| 3Y | +41.4% | +13.2% | +28.2% | +47.5% |
| 5Y | +39.9% | -2.0% | +41.8% | +30.5% |
| 10Y | +214.9% | +15.1% | +199.8% | +251.6% |
| All | +2,244.9% | +86.9% | +2,158.0% | +3,816.5% |
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