+71.7%
TER vs AGG
-1.7%
+73.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.3% |
| 7D | +14.4% | -1.5% | +15.9% | +15.8% |
| 30D | -30.6% | +0.6% | -31.2% | -31.2% |
| 3M | -39.2% | -1.6% | -37.6% | -38.4% |
| 6M | -31.3% | -1.6% | -29.7% | -30.3% |
| YTD | +29.1% | -1.5% | +30.6% | +31.3% |
| 1Y | +47.4% | -1.1% | +48.5% | +49.6% |
| 3Y | +191.2% | +13.6% | +177.6% | +160.2% |
| All | +71.7% | -1.7% | +73.3% | +35.6% |
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