+1,780.6%
AGI vs ITOT
+879.4%
+901.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | -5.3% | -2.0% | -3.2% | -4.3% |
| 30D | +6.8% | -2.0% | +8.7% | +7.8% |
| 3M | +8.3% | +4.5% | +3.8% | +6.2% |
| 6M | -29.2% | +12.6% | -41.9% | -32.7% |
| YTD | -7.3% | +12.0% | -19.2% | -11.4% |
| 1Y | +8.0% | +17.3% | -9.2% | +1.2% |
| 3Y | +206.6% | +75.2% | +131.3% | +137.9% |
| 5Y | +398.1% | +74.0% | +324.1% | +284.4% |
| 10Y | +384.0% | +298.6% | +85.3% | +144.2% |
| All | +1,780.6% | +879.4% | +901.1% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling