+74.8%
AGG vs VEU
+188.7%
-113.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -0.2% | +0.7% | -0.9% | -0.2% |
| 3M | -0.7% | +4.7% | -5.4% | -0.7% |
| 6M | -1.8% | +11.6% | -13.4% | -1.8% |
| YTD | -0.6% | +16.8% | -17.4% | -0.6% |
| 1Y | +0.4% | +24.9% | -24.5% | +0.3% |
| 3Y | +13.2% | +75.7% | -62.6% | +13.1% |
| 5Y | -2.0% | +56.1% | -58.1% | -2.2% |
| 10Y | +15.1% | +153.6% | -138.5% | +15.7% |
| All | +74.8% | +188.7% | -113.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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