+7.6%
AGGH vs VT
+69.5%
-61.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -1.3% | -2.0% | +0.7% | -1.2% |
| 30D | -1.4% | -1.4% | +0.1% | -1.3% |
| 3M | -1.6% | +4.7% | -6.3% | -1.9% |
| 6M | -2.2% | +11.4% | -13.5% | -2.8% |
| YTD | -1.4% | +13.1% | -14.4% | -2.1% |
| 1Y | -0.2% | +19.0% | -19.2% | -1.1% |
| 3Y | +13.4% | +73.9% | -60.6% | +10.2% |
| All | +7.6% | +69.5% | -61.9% | +4.3% |
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