+354.8%
AG vs VEU
+190.9%
+163.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +4.5% | +1.7% | +2.8% | +2.6% |
| 30D | +12.9% | +1.0% | +11.9% | +11.9% |
| 3M | +20.9% | +5.6% | +15.3% | +15.1% |
| 6M | -19.5% | +13.7% | -33.2% | -28.2% |
| YTD | +24.8% | +17.7% | +7.1% | +8.7% |
| 1Y | +120.2% | +25.8% | +94.5% | +80.4% |
| 3Y | +279.0% | +77.1% | +201.9% | +125.3% |
| 5Y | +67.9% | +57.1% | +10.8% | +15.2% |
| 10Y | +57.5% | +149.8% | -92.3% | -33.0% |
| All | +354.8% | +190.9% | +163.8% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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