+211.0%
RSP vs AGG
+16.8%
+194.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +2.4% | -1.5% | +3.9% | +3.1% |
| 30D | +4.3% | +0.6% | +3.6% | +4.0% |
| 3M | -0.3% | -1.6% | +1.3% | +0.5% |
| 6M | +9.8% | -1.6% | +11.4% | +10.7% |
| YTD | +16.8% | -1.5% | +18.4% | +17.8% |
| 1Y | +19.5% | -1.1% | +20.6% | +20.2% |
| 3Y | +65.1% | +13.6% | +51.5% | +56.8% |
| 5Y | +48.7% | -1.7% | +50.4% | +43.2% |
| All | +211.0% | +16.8% | +194.2% | +229.2% |
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