+386.9%
AGI vs VYM
+488.1%
-101.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | +7.2% | -2.2% | +9.5% | +8.2% |
| 3M | +4.3% | +3.1% | +1.2% | +3.1% |
| 6M | -27.1% | +9.7% | -36.8% | -29.5% |
| YTD | -6.6% | +14.9% | -21.5% | -11.2% |
| 1Y | +9.5% | +17.6% | -8.0% | +3.3% |
| 3Y | +208.4% | +65.3% | +143.1% | +155.3% |
| 5Y | +401.6% | +78.7% | +322.9% | +304.5% |
| 10Y | +387.3% | +208.2% | +179.1% | +213.8% |
| All | +386.9% | +488.1% | -101.2% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling