+229.2%
TER vs AGG
-0.7%
+229.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.8% |
| 7D | +6.4% | -1.1% | +7.4% | +10.4% |
| 30D | -5.7% | -1.1% | -4.5% | -1.9% |
| 3M | -0.4% | -1.9% | +1.5% | +7.2% |
| 6M | +25.8% | -1.7% | +27.5% | +33.7% |
| YTD | +96.4% | -1.3% | +97.7% | +112.4% |
| 1Y | +229.2% | -0.7% | +230.0% | +270.7% |
| All | +229.2% | -0.7% | +229.9% | +270.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling