+61.6%
AG vs VTR
+99.2%
-37.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -6.7% | -0.3% | -6.4% | -6.7% |
| 30D | +2.2% | +1.1% | +1.1% | +1.9% |
| 3M | +15.7% | +7.9% | +7.8% | +13.1% |
| 6M | -23.8% | +6.2% | -30.0% | -25.4% |
| YTD | +17.6% | +17.7% | -0.1% | +11.9% |
| 1Y | +88.6% | +32.9% | +55.7% | +73.5% |
| 3Y | +253.4% | +129.7% | +123.7% | +182.0% |
| 5Y | +62.4% | +89.3% | -26.9% | +34.3% |
| All | +61.6% | +99.2% | -37.5% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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