+11.1%
AG vs ROIV
+378.2%
-367.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | +0.6% |
| 7D | +6.3% | +5.3% | +1.0% | +5.2% |
| 30D | -8.9% | +11.9% | -20.8% | -11.0% |
| 3M | -12.2% | +10.7% | -22.9% | -14.4% |
| 6M | -28.3% | +34.9% | -63.2% | -32.8% |
| YTD | -8.8% | +79.2% | -88.0% | -19.1% |
| 1Y | +39.4% | +89.0% | -49.7% | +22.4% |
| 3Y | +229.4% | +337.3% | -107.9% | +148.8% |
| All | +11.1% | +378.2% | -367.1% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling