+1,294.8%
TER vs AGG
+95.5%
+1,199.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.4% |
| 7D | +14.4% | -1.5% | +15.9% | +14.0% |
| 30D | -30.6% | +0.6% | -31.2% | -30.5% |
| 3M | -39.2% | -1.6% | -37.6% | -39.3% |
| 6M | -31.3% | -1.6% | -29.7% | -31.4% |
| YTD | +29.1% | -1.5% | +30.6% | +28.7% |
| 1Y | +47.4% | -1.1% | +48.5% | +47.1% |
| 3Y | +191.2% | +13.6% | +177.6% | +201.0% |
| 5Y | +74.0% | -1.7% | +75.7% | +64.5% |
| 10Y | +1,005.1% | +16.1% | +988.9% | +1,117.8% |
| All | +1,294.8% | +95.5% | +1,199.2% | +2,201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling