+66.5%
AG vs VIG
+247.5%
-181.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.5% |
| 7D | -5.8% | -2.2% | -3.6% | -4.0% |
| 30D | +6.4% | -3.2% | +9.6% | +9.2% |
| 3M | +28.4% | +3.0% | +25.3% | +25.7% |
| 6M | -24.5% | +8.1% | -32.6% | -28.5% |
| YTD | +21.2% | +9.1% | +12.1% | +14.5% |
| 1Y | +114.1% | +12.6% | +101.5% | +98.5% |
| 3Y | +268.0% | +55.4% | +212.7% | +174.9% |
| 5Y | +67.3% | +62.8% | +4.5% | +21.6% |
| All | +66.5% | +247.5% | -181.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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