+61.6%
AG vs ITOT
+303.4%
-241.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.8% | -3.6% |
| 7D | -6.7% | -0.9% | -5.8% | -6.0% |
| 30D | +2.2% | -1.5% | +3.6% | +3.5% |
| 3M | +15.7% | +3.6% | +12.1% | +12.9% |
| 6M | -23.8% | +13.7% | -37.5% | -30.3% |
| YTD | +17.6% | +12.9% | +4.7% | +8.8% |
| 1Y | +88.6% | +17.2% | +71.4% | +70.5% |
| 3Y | +253.4% | +75.6% | +177.8% | +140.9% |
| 5Y | +62.4% | +75.5% | -13.0% | +9.9% |
| All | +61.6% | +303.4% | -241.8% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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