+71.9%
AG vs VT
+217.6%
-145.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.3% |
| 7D | +6.0% | -0.1% | +6.1% | +6.3% |
| 30D | -13.5% | -3.1% | -10.5% | -10.1% |
| 3M | -20.7% | -3.5% | -17.2% | -16.9% |
| 6M | -31.5% | +0.5% | -32.0% | -30.3% |
| YTD | -10.1% | +10.8% | -20.9% | -15.9% |
| 1Y | +26.0% | +11.9% | +14.1% | +17.2% |
| 3Y | +228.9% | +73.0% | +155.9% | +110.8% |
| 5Y | +8.7% | +58.6% | -49.9% | -26.0% |
| 10Y | +71.9% | +219.2% | -147.3% | -45.7% |
| All | +71.9% | +217.6% | -145.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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