+0.3%
AGI vs ITOT
+14.7%
-14.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.5% | +9.2% | +7.7% |
| 7D | -5.3% | -0.7% | -4.6% | -3.8% |
| 30D | -7.1% | -1.1% | -6.1% | -4.8% |
| 3M | +4.4% | -0.8% | +5.2% | +6.7% |
| 6M | -23.0% | +7.0% | -30.0% | -30.7% |
| YTD | -22.0% | +13.3% | -35.3% | -36.0% |
| 1Y | +0.3% | +14.8% | -14.5% | -19.4% |
| All | +0.3% | +14.7% | -14.4% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling