+255.2%
AG vs VIG
+613.9%
-358.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -10.0% | +3.5% | -13.4% | -12.8% |
| 30D | -10.5% | +4.9% | -15.4% | -14.4% |
| 3M | -27.3% | +2.5% | -29.8% | -28.8% |
| 6M | -43.0% | +11.0% | -54.0% | -47.9% |
| YTD | -17.9% | +16.0% | -33.9% | -27.4% |
| 1Y | +11.9% | +17.5% | -5.6% | -2.0% |
| 3Y | +201.8% | +67.0% | +134.8% | +95.3% |
| 5Y | -0.1% | +64.8% | -64.9% | -34.5% |
| 10Y | +72.7% | +263.6% | -190.9% | -49.4% |
| All | +255.2% | +613.9% | -358.8% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling