+14.1%
AGG vs ROL
+211.6%
-197.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.1% | -3.2% | +2.1% | -1.0% |
| 30D | -1.1% | -4.9% | +3.8% | -1.0% |
| 3M | -1.9% | -25.8% | +23.9% | -1.3% |
| 6M | -1.7% | -37.6% | +35.8% | -0.7% |
| YTD | -1.3% | -41.5% | +40.2% | -0.1% |
| 1Y | -0.7% | -39.5% | +38.7% | +0.3% |
| 3Y | +12.5% | +0.1% | +12.3% | +12.3% |
| 5Y | -2.5% | -4.6% | +2.1% | -2.7% |
| All | +14.1% | +211.6% | -197.5% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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