+337.4%
AGI vs VEU
+155.0%
+182.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.1% |
| 7D | -2.7% | -1.4% | -1.3% | -1.7% |
| 30D | +7.2% | -0.4% | +7.7% | +7.7% |
| 3M | +4.3% | +2.5% | +1.7% | +2.6% |
| 6M | -27.1% | +11.1% | -38.2% | -31.6% |
| YTD | -6.6% | +16.5% | -23.1% | -14.6% |
| 1Y | +9.5% | +22.9% | -13.4% | -2.9% |
| 3Y | +208.4% | +73.4% | +135.0% | +122.6% |
| 5Y | +401.6% | +56.1% | +345.5% | +274.2% |
| All | +337.4% | +155.0% | +182.4% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling