+171.9%
SAP vs AGG
+14.2%
+157.7%
-52.3%
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 | -4.1% | -1.1% | -3.0% | -3.2% |
| 30D | +1.1% | -1.1% | +2.2% | +2.1% |
| 3M | +26.1% | -1.9% | +28.0% | +28.2% |
| 6M | +9.8% | -1.7% | +11.5% | +11.5% |
| YTD | -13.6% | -1.3% | -12.3% | -12.5% |
| 1Y | -18.7% | -0.7% | -17.9% | -18.0% |
| 3Y | +54.1% | +12.5% | +41.7% | +40.7% |
| 5Y | +54.7% | -2.5% | +57.2% | +52.1% |
| All | +171.9% | +14.2% | +157.7% | +165.0% |
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