+629.3%
ON vs AGG
+14.2%
+615.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.6% |
| 7D | +2.4% | -1.1% | +3.4% | +3.8% |
| 30D | -8.6% | -1.1% | -7.5% | -7.3% |
| 3M | -34.3% | -1.9% | -32.4% | -32.7% |
| 6M | +28.5% | -1.7% | +30.2% | +31.7% |
| YTD | +40.6% | -1.3% | +41.9% | +43.4% |
| 1Y | +55.3% | -0.7% | +56.1% | +57.3% |
| 3Y | -22.2% | +12.5% | -34.7% | -33.7% |
| 5Y | +62.4% | -2.5% | +64.9% | +71.1% |
| All | +629.3% | +14.2% | +615.1% | +769.1% |
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 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