+108.3%
V vs AGG
-1.7%
+110.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.9% | -1.5% | +2.4% | +1.6% |
| 30D | +9.0% | +0.6% | +8.3% | +8.7% |
| 3M | +16.7% | -1.6% | +18.3% | +17.6% |
| 6M | +33.4% | -1.6% | +35.0% | +34.4% |
| YTD | +22.4% | -1.5% | +23.9% | +23.1% |
| 1Y | +27.7% | -1.1% | +28.8% | +28.3% |
| 3Y | +78.0% | +13.6% | +64.4% | +67.7% |
| All | +108.3% | -1.7% | +110.0% | +81.8% |
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