Time-weighted returns, net of advisory fees unless labeled gross. Monthly observations.
Growth vs. comparative indexes
Drawdown from peakPeak-to-trough decline over the selected range
Returns by period
Portfolio vs. benchmark
Net of fees, by period
Monthly and calendar-year returns
Portfolio by month, net of fees, with each year’s result against the benchmark and the indexes. The current year is year to date.
−6% or worse+6% or better
Attribution
What drove the return, and where the portfolio departed from its benchmark.
Contribution to return
Gross contributions link geometrically so they sum to the gross portfolio return; fees bridge to net.
Cumulative excess return vs. benchmark, net
Allocation and selection vs. benchmark
Brinson-Fachler effects computed monthly and linked with the Cariño method, so they sum exactly to the excess return. Selection includes the interaction effect. Benchmark weights follow the 60/40 blend; sleeves outside it carry a zero benchmark weight.
Holdings
Positions
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Allocation
Actual weights against the investment policy targets, and the shape of the bond sleeve.
Asset allocation vs. policy
Rebalancing band is ±2.5 points around each target
Fixed income characteristics
Maturity
Credit quality
Activity & tax
How the account moved from its beginning value to today, and what has been realized.
Change in market value
Cash flows this year
Realized gains and income
Fees
Risk
Risk statistics
Rolling 12-month return
Each point is the trailing one-year return ending that month