-52.3%
TEAM vs AGG
-2.6%
-49.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.2% |
| 7D | -5.2% | -1.1% | -4.2% | -3.7% |
| 30D | +15.8% | -1.1% | +16.9% | +17.8% |
| 3M | +101.5% | -1.9% | +103.4% | +107.5% |
| 6M | +138.2% | -1.7% | +139.9% | +144.5% |
| YTD | +10.8% | -1.3% | +12.1% | +13.0% |
| 1Y | +1.7% | -0.7% | +2.4% | +2.8% |
| 3Y | -16.0% | +12.5% | -28.5% | -31.8% |
| All | -52.3% | -2.6% | -49.7% | -55.3% |
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