-95.3%
AGIG vs VT
+226.9%
-322.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.6% |
| 7D | +3.5% | -2.0% | +5.5% | +3.8% |
| 30D | +32.6% | -1.4% | +34.0% | +32.8% |
| 3M | +0.9% | +4.7% | -3.9% | +0.1% |
| 6M | -33.0% | +11.4% | -44.3% | -34.1% |
| YTD | -40.4% | +13.1% | -53.5% | -41.4% |
| 1Y | -84.4% | +19.0% | -103.4% | -84.7% |
| 3Y | -94.7% | +73.9% | -168.6% | -95.1% |
| 5Y | -93.8% | +65.4% | -159.1% | -94.2% |
| All | -95.3% | +226.9% | -322.2% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling