+86.8%
AGG vs VIG
+614.0%
-527.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | -0.2% | -2.8% | +2.6% | -0.2% |
| 3M | -0.7% | +2.5% | -3.2% | -0.7% |
| 6M | -1.8% | +8.1% | -9.9% | -1.7% |
| YTD | -0.6% | +9.6% | -10.1% | -0.5% |
| 1Y | +0.4% | +14.2% | -13.8% | +0.4% |
| 3Y | +13.2% | +56.1% | -42.9% | +13.6% |
| 5Y | -2.0% | +62.8% | -64.8% | -1.5% |
| 10Y | +15.1% | +248.2% | -233.1% | +18.8% |
| All | +86.8% | +614.0% | -527.2% | +93.6% |
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