-1.3%
AGG vs ROIV
+380.3%
-381.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | -1.5% | +1.7% | -3.2% | -1.5% |
| 30D | +0.6% | +17.6% | -16.9% | +0.4% |
| 3M | -1.6% | +9.0% | -10.6% | -1.8% |
| 6M | -1.6% | +35.3% | -36.9% | -2.0% |
| YTD | -1.5% | +82.2% | -83.7% | -2.3% |
| 1Y | -1.1% | +92.3% | -93.4% | -2.0% |
| 3Y | +13.6% | +336.8% | -323.2% | +11.5% |
| All | -1.3% | +380.3% | -381.6% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling