+41.6%
AG vs ROIV
+287.3%
-245.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.6% | +0.1% | +3.8% |
| 7D | +10.8% | +13.3% | -2.5% | +8.3% |
| 30D | -8.2% | +14.8% | -22.9% | -10.5% |
| 3M | -13.7% | +11.9% | -25.6% | -15.9% |
| 6M | -27.3% | +42.4% | -69.7% | -32.2% |
| YTD | -4.6% | +87.4% | -92.0% | -15.3% |
| 1Y | +39.4% | +97.2% | -57.9% | +22.6% |
| 3Y | +244.1% | +375.7% | -131.6% | +162.2% |
| 5Y | +16.8% | +379.0% | -362.3% | -20.6% |
| All | +41.6% | +287.3% | -245.7% | +3.0% |
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