+0.3%
AGI vs VYM
+21.8%
-21.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.2% | +9.6% | +8.4% |
| 7D | -5.3% | +1.2% | -6.4% | -7.3% |
| 30D | -7.1% | +5.2% | -12.4% | -16.0% |
| 3M | +4.4% | +0.5% | +3.9% | +3.3% |
| 6M | -23.0% | +7.7% | -30.7% | -33.1% |
| YTD | -22.0% | +17.2% | -39.2% | -40.0% |
| 1Y | +0.3% | +21.7% | -21.4% | -28.7% |
| All | +0.3% | +21.8% | -21.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling