+98.1%
AGG vs RIG
-68.5%
+166.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.1% |
| 30D | -0.4% | +9.5% | -9.9% | -0.3% |
| 3M | -0.3% | -6.6% | +6.4% | -0.3% |
| 6M | -1.2% | -2.9% | +1.6% | -1.2% |
| YTD | -0.4% | +39.5% | -39.8% | -0.3% |
| 1Y | +0.4% | +82.3% | -81.9% | +0.6% |
| 3Y | +13.4% | -29.6% | +43.0% | +13.5% |
| 5Y | -1.4% | +63.2% | -64.6% | -1.1% |
| 10Y | +14.8% | -45.0% | +59.8% | +14.7% |
| All | +98.1% | -68.5% | +166.6% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling