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Alpha Calculation
Completed
Now that we're weeks away from Barclay's AGG, could we create an alpha calc?
Calculation: Annualized geometric mean - RFR - Beta * ( annualized geometric mean for index - RFR)
Would it be possible to have equity/funds plot against S&P 500 TR and bond funds plot against the AGG? For balanced or "other funds" maybe just against the S&P 500 as well?
I like this idea
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