+347.1%
AGI vs VIG
+614.0%
-267.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +2.2% | -1.2% | +3.4% | +2.8% |
| 30D | +11.3% | -2.8% | +14.1% | +12.7% |
| 3M | +5.6% | +2.5% | +3.2% | +4.6% |
| 6M | -27.7% | +8.1% | -35.8% | -29.9% |
| YTD | -4.1% | +9.6% | -13.6% | -7.5% |
| 1Y | +13.8% | +14.2% | -0.4% | +8.0% |
| 3Y | +217.0% | +56.1% | +160.9% | +163.7% |
| 5Y | +404.3% | +62.8% | +341.5% | +311.2% |
| 10Y | +400.5% | +248.2% | +152.3% | +189.5% |
| All | +347.1% | +614.0% | -267.0% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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