+49.6%
ON vs AGG
-2.5%
+52.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.5% |
| 7D | -4.7% | -0.9% | -3.8% | -3.8% |
| 30D | -13.5% | -1.0% | -12.5% | -12.7% |
| 3M | -36.3% | -1.3% | -35.0% | -35.5% |
| 6M | +17.8% | -2.1% | +19.8% | +20.3% |
| YTD | +29.6% | -1.2% | +30.8% | +31.4% |
| 1Y | +45.8% | -0.5% | +46.3% | +46.9% |
| 3Y | -28.3% | +12.4% | -40.8% | -36.1% |
| 5Y | +49.6% | -2.4% | +52.1% | +27.5% |
| All | +49.6% | -2.5% | +52.2% | +27.5% |
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 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