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Alpha Calculation

James Han shared this idea 10 years ago
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?

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