+33.3%
AG vs ROIV
+292.3%
-258.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.1% | -6.1% |
| 7D | +6.0% | +14.3% | -8.3% | +3.4% |
| 30D | -13.5% | +16.2% | -29.8% | -15.9% |
| 3M | -20.7% | +15.1% | -35.8% | -23.1% |
| 6M | -31.5% | +44.2% | -75.8% | -36.3% |
| YTD | -10.1% | +89.8% | -100.0% | -20.5% |
| 1Y | +26.0% | +94.6% | -68.6% | +11.0% |
| 3Y | +228.9% | +367.5% | -138.6% | +150.9% |
| 5Y | +8.7% | +421.4% | -412.7% | -26.5% |
| All | +33.3% | +292.3% | -258.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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