+203.4%
RSP vs AGG
+14.3%
+189.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -2.7% |
| 30D | -3.4% | -1.0% | -2.4% | -3.0% |
| 3M | +3.6% | -1.3% | +4.9% | +4.3% |
| 6M | +9.0% | -2.1% | +11.1% | +10.1% |
| YTD | +12.2% | -1.2% | +13.4% | +12.9% |
| 1Y | +15.6% | -0.5% | +16.0% | +15.9% |
| 3Y | +51.6% | +12.4% | +39.2% | +44.6% |
| 5Y | +50.4% | -2.4% | +52.8% | +44.8% |
| All | +203.4% | +14.3% | +189.1% | +220.1% |
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