+57.5%
AG vs OVV
+54.2%
+3.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +4.5% | -3.7% | +8.2% | +5.2% |
| 30D | +12.9% | +8.0% | +4.9% | +11.3% |
| 3M | +20.9% | +11.3% | +9.7% | +18.0% |
| 6M | -19.5% | +24.0% | -43.5% | -23.6% |
| YTD | +24.8% | +65.3% | -40.5% | +12.3% |
| 1Y | +120.2% | +60.2% | +60.1% | +98.8% |
| 3Y | +279.0% | +46.9% | +232.1% | +242.8% |
| 5Y | +67.9% | +158.7% | -90.8% | +36.9% |
| 10Y | +57.5% | +50.8% | +6.7% | +14.0% |
| All | +57.5% | +54.2% | +3.3% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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