+98.3%
AGG vs ROL
+3,053.2%
-2,954.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | +0.1% |
| 7D | -0.2% | -1.4% | +1.3% | -0.2% |
| 30D | -0.4% | -4.1% | +3.7% | -0.4% |
| 3M | -0.7% | -22.5% | +21.8% | -1.0% |
| 6M | -1.5% | -37.7% | +36.1% | -2.1% |
| YTD | -0.3% | -39.6% | +39.3% | -0.9% |
| 1Y | +1.3% | -36.0% | +37.3% | +0.8% |
| 3Y | +13.2% | -5.1% | +18.4% | +13.4% |
| 5Y | -1.4% | -3.4% | +1.9% | -1.2% |
| 10Y | +14.9% | +215.2% | -200.4% | +20.0% |
| All | +98.3% | +3,053.2% | -2,954.9% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling