-2.9%
AGG vs ROIV
+280.9%
-283.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.6% |
| 7D | -1.4% | +9.2% | -10.7% | -1.6% |
| 30D | +0.9% | +19.9% | -19.0% | +0.7% |
| 3M | -1.2% | +10.6% | -11.8% | -1.4% |
| 6M | -1.4% | +36.1% | -37.5% | -1.9% |
| YTD | -1.4% | +84.3% | -85.7% | -2.2% |
| 1Y | -1.3% | +87.6% | -88.8% | -2.1% |
| 3Y | +13.8% | +353.9% | -340.1% | +11.7% |
| 5Y | -1.6% | +376.1% | -377.6% | -4.1% |
| All | -2.9% | +280.9% | -283.7% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling