+112.5%
NET vs AGG
-1.2%
+113.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.1% |
| 7D | -7.0% | -0.2% | -6.8% | -6.7% |
| 30D | -4.8% | -0.4% | -4.4% | -4.1% |
| 3M | +3.8% | -0.7% | +4.5% | +5.1% |
| 6M | +50.0% | -1.5% | +51.6% | +54.0% |
| YTD | +41.5% | -0.3% | +41.7% | +41.9% |
| 1Y | +32.8% | +1.3% | +31.5% | +29.5% |
| 3Y | +335.9% | +13.2% | +322.6% | +235.5% |
| All | +112.5% | -1.2% | +113.7% | +103.3% |
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