+1,381.0%
NET vs AGG
+5.5%
+1,375.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -3.1% |
| 7D | -16.4% | +0.5% | -16.9% | -16.9% |
| 30D | -25.8% | +2.4% | -28.2% | -28.0% |
| 3M | -11.5% | -1.0% | -10.6% | -10.5% |
| 6M | +18.9% | -0.9% | +19.8% | +20.2% |
| YTD | +35.2% | -0.9% | +36.1% | +36.5% |
| 1Y | +14.5% | -0.5% | +14.9% | +15.0% |
| 3Y | +313.8% | +14.1% | +299.7% | +244.6% |
| 5Y | +32.6% | -1.4% | +34.0% | +16.7% |
| All | +1,381.0% | +5.5% | +1,375.5% | +1,209.0% |
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