+370.0%
AGI vs VSXY
+37.5%
+332.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.6% |
| 7D | -2.7% | +0.1% | -2.9% | -2.7% |
| 30D | +7.2% | -18.7% | +25.9% | +8.0% |
| 3M | +4.3% | -4.0% | +8.2% | +4.3% |
| 6M | -27.1% | +67.5% | -94.6% | -28.8% |
| YTD | -6.6% | +39.7% | -46.3% | -8.3% |
| 1Y | +9.5% | +180.0% | -170.5% | +5.4% |
| 3Y | +208.4% | +337.3% | -128.8% | +187.4% |
| 5Y | +401.6% | +22.7% | +379.0% | +372.4% |
| All | +370.0% | +37.5% | +332.5% | +346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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