+191.2%
TER vs AGG
+14.0%
+177.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.3% |
| 7D | +14.4% | -1.5% | +15.9% | +15.6% |
| 30D | -30.6% | +0.6% | -31.2% | -31.2% |
| 3M | -39.2% | -1.6% | -37.6% | -38.3% |
| 6M | -31.3% | -1.6% | -29.7% | -30.2% |
| YTD | +29.1% | -1.5% | +30.6% | +31.4% |
| 1Y | +47.4% | -1.1% | +48.5% | +50.0% |
| 3Y | +191.2% | +13.6% | +177.6% | +159.4% |
| All | +191.2% | +14.0% | +177.2% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling