+292.2%
TER vs AGG
+13.3%
+278.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.4% | +3.3% |
| 7D | +12.4% | -0.2% | +12.5% | +12.5% |
| 30D | +5.1% | -0.2% | +5.4% | +5.3% |
| 3M | +4.0% | -0.7% | +4.7% | +4.7% |
| 6M | +29.5% | -1.8% | +31.3% | +31.2% |
| YTD | +98.5% | -0.6% | +99.0% | +100.4% |
| 1Y | +234.1% | +0.4% | +233.7% | +235.9% |
| All | +292.2% | +13.3% | +278.9% | +253.9% |
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