+451.1%
AG vs ITOT
+673.4%
-222.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | -0.1% | -0.4% | +0.3% | +0.2% |
| 30D | +12.5% | -1.6% | +14.0% | +14.2% |
| 3M | +28.2% | +3.5% | +24.6% | +24.9% |
| 6M | -18.8% | +13.1% | -32.0% | -26.3% |
| YTD | +27.4% | +12.7% | +14.7% | +16.7% |
| 1Y | +132.2% | +18.3% | +113.9% | +105.0% |
| 3Y | +286.9% | +76.4% | +210.5% | +140.8% |
| 5Y | +72.8% | +73.8% | -1.0% | +8.9% |
| 10Y | +74.6% | +301.2% | -226.6% | -52.0% |
| All | +451.1% | +673.4% | -222.3% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling