+13.4%
AGG vs ROIV
+253.6%
-240.2%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.8% | -18.9% | -0.5% |
| 7D | +0.1% | +20.2% | -20.0% | -0.3% |
| 30D | -0.4% | +14.1% | -14.5% | -0.7% |
| 3M | -0.3% | +45.6% | -45.9% | -1.2% |
| 6M | -1.2% | +44.1% | -45.4% | -2.1% |
| YTD | -0.4% | +91.2% | -91.5% | -1.9% |
| 1Y | +0.4% | +221.3% | -220.9% | -2.4% |
| 3Y | +13.4% | +229.2% | -215.8% | +9.0% |
| All | +13.4% | +253.6% | -240.2% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling