-24.0%
NKE vs AGG
+14.2%
-38.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -1.1% | -3.1% | -3.5% |
| 30D | -8.2% | -1.1% | -7.0% | -7.5% |
| 3M | -19.1% | -1.9% | -17.2% | -18.1% |
| 6M | -32.6% | -1.7% | -30.9% | -31.9% |
| YTD | -40.7% | -1.3% | -39.4% | -40.2% |
| 1Y | -48.9% | -0.7% | -48.1% | -48.5% |
| 3Y | -59.2% | +12.5% | -71.7% | -61.5% |
| 5Y | -75.3% | -2.5% | -72.9% | -76.5% |
| All | -24.0% | +14.2% | -38.2% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling