+16.0%
AGG vs NIO
-36.8%
+52.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | -6.7% | +6.8% | +0.2% |
| 30D | -0.4% | -20.0% | +19.7% | -0.2% |
| 3M | -0.3% | -30.5% | +30.2% | -0.1% |
| 6M | -1.2% | -20.7% | +19.5% | -1.1% |
| YTD | -0.4% | -25.7% | +25.3% | -0.2% |
| 1Y | +0.4% | -38.6% | +39.0% | +0.6% |
| 3Y | +13.4% | -62.3% | +75.7% | +13.6% |
| 5Y | -1.4% | -90.1% | +88.6% | -1.1% |
| All | +16.0% | -36.8% | +52.8% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NIO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling