+14.1%
AGG vs RIG
-41.2%
+55.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | -0.1% |
| 7D | -1.1% | -3.1% | +2.0% | -1.1% |
| 30D | -1.1% | -0.5% | -0.6% | -1.1% |
| 3M | -1.9% | -6.0% | +4.0% | -1.9% |
| 6M | -1.7% | -10.1% | +8.4% | -1.7% |
| YTD | -1.3% | +37.3% | -38.6% | -1.2% |
| 1Y | -0.7% | +73.9% | -74.7% | -0.6% |
| 3Y | +12.5% | -30.2% | +42.6% | +12.5% |
| 5Y | -2.5% | +62.5% | -64.9% | -2.2% |
| All | +14.1% | -41.2% | +55.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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