+24.9%
AG vs ROIV
+280.9%
-256.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.8% | -4.4% |
| 7D | -6.0% | +9.2% | -15.2% | -7.6% |
| 30D | -14.3% | +19.9% | -34.2% | -17.2% |
| 3M | -26.9% | +10.6% | -37.5% | -28.6% |
| 6M | -42.1% | +36.1% | -78.2% | -45.6% |
| YTD | -15.9% | +84.3% | -100.1% | -25.1% |
| 1Y | +11.5% | +87.6% | -76.1% | -1.1% |
| 3Y | +208.0% | +353.9% | -145.9% | +136.3% |
| 5Y | +2.4% | +376.1% | -373.6% | -30.2% |
| All | +24.9% | +280.9% | -256.0% | -8.9% |
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