-35.7%
U vs AGG
-2.8%
-32.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.7% |
| 7D | +5.5% | -1.1% | +6.6% | +8.1% |
| 30D | -1.3% | -1.1% | -0.1% | +1.4% |
| 3M | +64.6% | -1.9% | +66.5% | +72.2% |
| 6M | +119.4% | -1.7% | +121.1% | +129.3% |
| YTD | -0.5% | -1.3% | +0.8% | +3.0% |
| 1Y | +1.3% | -0.7% | +2.0% | +3.2% |
| 3Y | +15.6% | +12.5% | +3.1% | -13.0% |
| 5Y | -67.5% | -2.5% | -65.0% | -65.1% |
| All | -35.7% | -2.8% | -32.8% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling