+85.2%
AG vs ROIV
+295.0%
-209.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.8% | -19.8% | -4.5% |
| 7D | +4.5% | +20.2% | -15.7% | +0.6% |
| 30D | +12.9% | +14.1% | -1.3% | +9.7% |
| 3M | +20.9% | +45.6% | -24.6% | +12.4% |
| 6M | -19.5% | +44.1% | -63.7% | -25.1% |
| YTD | +24.8% | +91.2% | -66.4% | +10.4% |
| 1Y | +120.2% | +221.3% | -101.1% | +78.5% |
| 3Y | +279.0% | +229.2% | +49.8% | +200.4% |
| 5Y | +67.9% | +316.5% | -248.6% | +20.2% |
| All | +85.2% | +295.0% | -209.9% | +34.2% |
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