+384.7%
AGI vs VYM
+77.5%
+307.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | -2.7% | -0.8% | -1.9% | -2.1% |
| 30D | +7.2% | -2.2% | +9.5% | +9.2% |
| 3M | +4.3% | +3.1% | +1.2% | +1.9% |
| 6M | -27.1% | +9.7% | -36.8% | -31.7% |
| YTD | -6.6% | +14.9% | -21.5% | -15.1% |
| 1Y | +9.5% | +17.6% | -8.0% | -1.9% |
| 3Y | +208.4% | +65.3% | +143.1% | +113.0% |
| All | +384.7% | +77.5% | +307.2% | +235.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling