+16.1%
AGG vs NIO
-36.7%
+52.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.1% |
| 7D | -0.2% | -13.0% | +12.9% | -0.1% |
| 30D | -0.4% | -18.3% | +17.9% | -0.3% |
| 3M | -0.7% | -33.2% | +32.6% | -0.4% |
| 6M | -1.5% | -21.5% | +20.0% | -1.4% |
| YTD | -0.3% | -25.5% | +25.2% | -0.1% |
| 1Y | +1.3% | -38.0% | +39.3% | +1.5% |
| 3Y | +13.2% | -65.5% | +78.7% | +13.5% |
| 5Y | -1.4% | -90.6% | +89.2% | -1.1% |
| All | +16.1% | -36.7% | +52.7% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling