+536.6%
AGI vs VEU
+188.7%
+347.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.8% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +11.3% | +0.7% | +10.6% | +10.9% |
| 3M | +5.6% | +4.7% | +1.0% | +3.0% |
| 6M | -27.7% | +11.6% | -39.3% | -31.7% |
| YTD | -4.1% | +16.8% | -20.9% | -11.5% |
| 1Y | +13.8% | +24.9% | -11.1% | +1.2% |
| 3Y | +217.0% | +75.7% | +141.3% | +132.1% |
| 5Y | +404.3% | +56.1% | +348.2% | +294.3% |
| 10Y | +400.5% | +153.6% | +246.9% | +191.5% |
| All | +536.6% | +188.7% | +347.9% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling