-2.7%
AGG vs ROIV
+289.9%
-292.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -0.9% | +19.0% | -19.9% | -1.1% |
| 30D | -1.0% | +16.1% | -17.1% | -1.2% |
| 3M | -1.3% | +44.1% | -45.4% | -1.7% |
| 6M | -2.1% | +37.8% | -39.9% | -2.5% |
| YTD | -1.2% | +88.7% | -89.9% | -2.0% |
| 1Y | -0.5% | +197.3% | -197.8% | -1.8% |
| 3Y | +12.4% | +224.9% | -212.5% | +10.6% |
| 5Y | -2.4% | +311.0% | -313.5% | -4.7% |
| All | -2.7% | +289.9% | -292.6% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling