+0.8%
NOW vs AGG
-1.7%
+2.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.0% |
| 7D | -4.1% | -0.2% | -3.9% | -3.9% |
| 30D | +2.9% | -0.2% | +3.1% | +3.2% |
| 3M | +22.6% | -0.7% | +23.3% | +23.7% |
| 6M | +7.5% | -1.8% | +9.3% | +10.0% |
| YTD | -14.4% | -0.6% | -13.8% | -13.7% |
| 1Y | -29.8% | +0.4% | -30.2% | -30.1% |
| 3Y | +9.2% | +13.2% | -3.9% | -9.0% |
| 5Y | +0.8% | -2.0% | +2.8% | +1.1% |
| All | +0.8% | -1.7% | +2.6% | +1.1% |
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