+439.9%
AG vs VIG
+578.1%
-138.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.3% |
| 7D | +4.5% | -0.4% | +4.9% | +4.9% |
| 30D | +12.9% | -2.1% | +14.9% | +15.1% |
| 3M | +20.9% | +3.3% | +17.6% | +17.7% |
| 6M | -19.5% | +9.3% | -28.8% | -25.3% |
| YTD | +24.8% | +10.1% | +14.6% | +15.6% |
| 1Y | +120.2% | +14.7% | +105.5% | +97.6% |
| 3Y | +279.0% | +56.9% | +222.1% | +158.5% |
| 5Y | +67.9% | +62.9% | +5.0% | +11.3% |
| 10Y | +57.5% | +241.3% | -183.8% | -50.9% |
| All | +439.9% | +578.1% | -138.2% | -31.1% |
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